-99.5%
SPXU vs FHN
+129.4%
-228.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +2.4% |
| 7D | +6.4% | -0.8% | +7.2% | +5.8% |
| 30D | +5.9% | -2.6% | +8.6% | +4.1% |
| 3M | -11.7% | +0.8% | -12.5% | -10.9% |
| 6M | -28.7% | +9.2% | -37.9% | -23.0% |
| YTD | -26.4% | +5.1% | -31.5% | -22.0% |
| 1Y | -35.2% | +12.2% | -47.4% | -27.4% |
| 3Y | -79.8% | +132.4% | -212.2% | -56.0% |
| 5Y | -86.1% | +91.1% | -177.1% | -69.0% |
| All | -99.5% | +129.4% | -228.9% | -97.5% |
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