+338.6%
SPGI vs FHN
+90.7%
+247.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | +15.3% | +2.0% | +13.2% | +14.7% |
| 3M | +16.5% | -6.8% | +23.3% | +18.5% |
| 6M | +19.8% | -0.8% | +20.6% | +19.9% |
| YTD | -3.2% | +0.6% | -3.8% | -3.8% |
| 1Y | +1.8% | +11.5% | -9.7% | -1.4% |
| 3Y | +30.6% | +130.0% | -99.4% | +3.9% |
| 5Y | +16.0% | +60.8% | -44.8% | -4.8% |
| 10Y | +338.6% | +84.0% | +254.6% | +199.7% |
| All | +338.6% | +90.7% | +247.9% | +199.7% |
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