+264.0%
SPOT vs FHN
+81.6%
+182.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -0.9% | +1.2% | -2.1% | -1.1% |
| 30D | +12.5% | -4.7% | +17.2% | +13.3% |
| 3M | +9.9% | +3.5% | +6.3% | +9.2% |
| 6M | +1.6% | +7.8% | -6.3% | +0.1% |
| YTD | -6.6% | +5.9% | -12.5% | -7.8% |
| 1Y | -22.9% | +12.5% | -35.4% | -24.9% |
| 3Y | +244.3% | +117.2% | +127.1% | +202.1% |
| 5Y | +117.8% | +86.5% | +31.3% | +90.9% |
| All | +264.0% | +81.6% | +182.4% | +184.8% |
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