+5,256.9%
SPG vs FHN
+614.3%
+4,642.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.9% |
| 30D | -6.8% | -4.7% | -2.1% | -5.1% |
| 3M | +2.7% | +3.5% | -0.9% | +1.1% |
| 6M | +5.5% | +7.8% | -2.4% | +2.0% |
| YTD | +15.7% | +5.9% | +9.8% | +12.4% |
| 1Y | +20.9% | +12.5% | +8.4% | +13.7% |
| 3Y | +112.4% | +117.2% | -4.8% | +47.8% |
| 5Y | +101.4% | +86.5% | +14.8% | +35.3% |
| 10Y | +60.6% | +125.7% | -65.1% | -2.8% |
| All | +5,256.9% | +614.3% | +4,642.6% | +2,153.5% |
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