+338.6%
SPGI vs FHN
+80.9%
+257.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | +14.3% | +2.8% | +11.5% | +13.5% |
| 3M | +14.5% | -8.9% | +23.4% | +17.1% |
| 6M | +17.3% | -0.7% | +18.0% | +17.3% |
| YTD | -4.6% | +0.1% | -4.7% | -5.0% |
| 1Y | +0.8% | +10.4% | -9.6% | -2.2% |
| 3Y | +28.8% | +128.8% | -100.0% | +2.6% |
| 5Y | +14.0% | +61.5% | -47.5% | -6.7% |
| All | +338.6% | +80.9% | +257.7% | +200.5% |
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 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