-13.6%
SOUN vs FHN
+24.6%
-38.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -4.4% | 0.0% | -4.5% | -4.5% |
| 30D | -13.1% | -2.6% | -10.6% | -11.8% |
| 3M | -7.7% | 0.0% | -7.7% | -8.4% |
| 6M | -21.2% | +9.2% | -30.4% | -26.4% |
| YTD | -35.0% | +4.3% | -39.4% | -37.5% |
| 1Y | -56.4% | +10.8% | -67.1% | -59.9% |
| 3Y | +181.7% | +130.7% | +51.0% | +76.0% |
| All | -13.6% | +24.6% | -38.2% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling