+334.3%
SPGI vs FHN
+106.3%
+228.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | +15.5% | +1.9% | +13.6% | +15.0% |
| 3M | +15.7% | -6.9% | +22.6% | +17.6% |
| 6M | +19.1% | -3.1% | +22.1% | +19.8% |
| YTD | -4.1% | +0.6% | -4.6% | -4.6% |
| 1Y | +1.2% | +12.4% | -11.2% | -2.2% |
| 3Y | +31.6% | +133.7% | -102.1% | +4.3% |
| 5Y | +12.4% | +61.4% | -48.9% | -7.8% |
| 10Y | +334.3% | +97.9% | +236.4% | +195.0% |
| All | +334.3% | +106.3% | +228.0% | +195.0% |
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 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