+3,017.7%
SPY vs FHN
+559.5%
+2,458.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.6% | +0.9% | -1.5% | -0.8% |
| 30D | -3.7% | +2.1% | -5.8% | -4.2% |
| 3M | -2.7% | -6.0% | +3.2% | -1.3% |
| 6M | +2.2% | -2.9% | +5.1% | +2.8% |
| YTD | +10.8% | +0.7% | +10.1% | +10.1% |
| 1Y | +11.2% | +11.0% | +0.2% | +7.7% |
| 3Y | +76.5% | +130.3% | -53.8% | +38.5% |
| 5Y | +72.9% | +61.3% | +11.7% | +40.7% |
| 10Y | +304.8% | +89.6% | +215.2% | +190.2% |
| All | +3,017.7% | +559.5% | +2,458.2% | +1,252.0% |
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