+69.3%
SPYG vs FHN
+60.0%
+9.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +4.2% | +1.3% | +3.0% | +4.0% |
| 30D | -7.4% | +2.8% | -10.2% | -7.9% |
| 3M | -5.3% | -8.9% | +3.6% | -3.8% |
| 6M | -1.2% | -0.7% | -0.5% | -1.2% |
| YTD | +9.0% | +0.1% | +8.9% | +8.6% |
| 1Y | +8.8% | +10.4% | -1.6% | +6.5% |
| 3Y | +92.8% | +128.8% | -36.0% | +70.9% |
| 5Y | +69.3% | +61.5% | +7.8% | +53.4% |
| All | +69.3% | +60.0% | +9.3% | +53.4% |
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