+52.9%
SOXX vs FHN
+10.1%
+42.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -3.0% |
| 7D | +3.0% | -0.8% | +3.8% | +3.4% |
| 30D | -3.1% | -2.6% | -0.5% | -1.9% |
| 3M | -4.4% | +0.8% | -5.2% | -5.5% |
| 6M | +52.9% | +9.2% | +43.7% | +36.8% |
| All | +52.9% | +10.1% | +42.8% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling