+2,550.6%
SOXX vs FHN
+48.0%
+2,502.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +1.4% | -1.2% | +2.6% | +1.8% |
| 30D | -3.6% | -4.8% | +1.2% | -2.1% |
| 3M | -10.2% | -0.7% | -9.4% | -10.1% |
| 6M | +54.2% | +10.6% | +43.6% | +49.2% |
| YTD | +75.2% | +4.6% | +70.6% | +72.2% |
| 1Y | +107.5% | +11.4% | +96.1% | +99.3% |
| 3Y | +226.8% | +132.3% | +94.5% | +147.2% |
| 5Y | +251.2% | +90.2% | +161.1% | +163.8% |
| 10Y | +1,567.6% | +127.4% | +1,440.2% | +983.7% |
| All | +2,550.6% | +48.0% | +2,502.6% | +1,572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling