-100.0%
SPXU vs FHN
+209.9%
-309.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.6% |
| 7D | -7.6% | +2.1% | -9.7% | -5.8% |
| 30D | +5.3% | +3.8% | +1.5% | +9.1% |
| 3M | +9.6% | -8.9% | +18.6% | +2.3% |
| 6M | -4.5% | +1.8% | -6.3% | -2.1% |
| YTD | -25.9% | +0.6% | -26.5% | -23.4% |
| 1Y | -28.9% | +12.9% | -41.8% | -18.8% |
| 3Y | -80.5% | +126.4% | -206.8% | -53.4% |
| 5Y | -83.4% | +62.3% | -145.7% | -65.3% |
| 10Y | -99.5% | +84.0% | -183.5% | -97.6% |
| All | -100.0% | +209.9% | -309.9% | -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