+72.2%
SPY vs FHN
+63.2%
+8.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +2.0% |
| 7D | +0.1% | -0.5% | +0.5% | +0.2% |
| 30D | -3.3% | +1.9% | -5.3% | -3.6% |
| 3M | -2.4% | -6.9% | +4.5% | -1.2% |
| 6M | +2.6% | -3.1% | +5.6% | +3.0% |
| YTD | +11.2% | +0.6% | +10.7% | +10.8% |
| 1Y | +13.4% | +12.4% | +1.0% | +10.8% |
| 3Y | +79.9% | +133.7% | -53.8% | +58.6% |
| 5Y | +72.2% | +61.4% | +10.8% | +55.2% |
| All | +72.2% | +63.2% | +8.9% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling