+334.0%
SPGI vs FHN
+94.7%
+239.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | +16.1% | +2.1% | +14.0% | +15.5% |
| 3M | +15.5% | -6.0% | +21.4% | +17.1% |
| 6M | +19.6% | -2.9% | +22.6% | +20.3% |
| YTD | -3.6% | +0.7% | -4.3% | -4.2% |
| 1Y | +2.2% | +11.0% | -8.8% | -0.9% |
| 3Y | +30.1% | +130.3% | -100.2% | +3.5% |
| 5Y | +14.9% | +61.3% | -46.4% | -5.8% |
| 10Y | +334.0% | +89.6% | +244.4% | +202.6% |
| All | +334.0% | +94.7% | +239.3% | +202.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling