+13,845.6%
SPGI vs FHN
+1,824.4%
+12,021.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +0.1% | +1.2% | -1.0% | -0.2% |
| 30D | +8.4% | -4.7% | +13.1% | +9.7% |
| 3M | +11.8% | +3.5% | +8.3% | +10.6% |
| 6M | +5.7% | +7.8% | -2.1% | +3.3% |
| YTD | -9.7% | +5.9% | -15.6% | -11.5% |
| 1Y | -12.5% | +12.5% | -24.9% | -15.9% |
| 3Y | +21.8% | +117.2% | -95.4% | -4.2% |
| 5Y | +8.2% | +86.5% | -78.4% | -16.8% |
| 10Y | +309.5% | +125.7% | +183.8% | +173.1% |
| All | +13,845.6% | +1,824.4% | +12,021.2% | +5,549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling