+85.0%
SPYG vs FHN
+90.1%
-5.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -1.7% | -2.6% | +0.9% | -1.3% |
| 3M | +3.6% | 0.0% | +3.6% | +3.5% |
| 6M | +16.6% | +9.2% | +7.4% | +14.6% |
| YTD | +13.4% | +4.3% | +9.0% | +12.2% |
| 1Y | +19.6% | +10.8% | +8.8% | +16.9% |
| 3Y | +99.8% | +130.7% | -31.0% | +76.3% |
| 5Y | +85.0% | +87.4% | -2.4% | +62.0% |
| All | +85.0% | +90.1% | -5.1% | +62.0% |
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 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