-100.0%
SPXU vs FHN
+226.2%
-326.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.2% |
| 7D | -0.1% | +1.2% | -1.3% | +0.9% |
| 30D | +0.8% | -4.7% | +5.5% | -2.9% |
| 3M | -4.7% | +3.5% | -8.3% | -1.7% |
| 6M | -29.6% | +7.8% | -37.4% | -23.9% |
| YTD | -29.9% | +5.9% | -35.8% | -24.8% |
| 1Y | -39.1% | +12.5% | -51.6% | -30.6% |
| 3Y | -80.0% | +117.2% | -197.2% | -53.6% |
| 5Y | -86.0% | +86.5% | -172.6% | -66.9% |
| 10Y | -99.5% | +125.7% | -225.3% | -97.2% |
| All | -100.0% | +226.2% | -326.2% | -99.9% |
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