+11.7%
SPGI vs FHN
+56.9%
-45.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | +18.4% | +0.2% | +18.2% | +18.4% |
| 3M | +15.7% | -9.0% | +24.7% | +17.3% |
| 6M | +17.3% | -6.8% | +24.1% | +18.4% |
| YTD | -4.7% | -1.5% | -3.2% | -4.8% |
| 1Y | +1.8% | +10.9% | -9.1% | -0.1% |
| 3Y | +31.7% | +119.4% | -87.7% | +18.6% |
| All | +11.7% | +56.9% | -45.2% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling