+247.9%
SOXX vs FHN
+88.4%
+159.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | -3.6% | -4.8% | +1.2% | -2.3% |
| 3M | -10.2% | -0.7% | -9.4% | -10.1% |
| 6M | +54.2% | +10.6% | +43.6% | +50.0% |
| YTD | +75.2% | +4.6% | +70.6% | +72.7% |
| 1Y | +107.5% | +11.4% | +96.1% | +100.7% |
| 3Y | +226.8% | +132.3% | +94.5% | +175.0% |
| All | +247.9% | +88.4% | +159.5% | +191.1% |
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