+103.1%
SPG vs FHN
+86.2%
+16.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | -6.8% | -4.7% | -2.1% | -5.9% |
| 3M | +2.7% | +3.5% | -0.9% | +1.8% |
| 6M | +5.5% | +7.8% | -2.4% | +3.6% |
| YTD | +15.7% | +5.9% | +9.8% | +14.0% |
| 1Y | +20.9% | +12.5% | +8.4% | +17.1% |
| 3Y | +112.4% | +117.2% | -4.8% | +79.7% |
| All | +103.1% | +86.2% | +16.9% | +63.0% |
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