+811.4%
SPYM vs FHN
+8.9%
+802.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.6% | +2.1% | +0.4% | +2.1% |
| 30D | -2.0% | +3.8% | -5.8% | -2.8% |
| 3M | -2.8% | -8.9% | +6.2% | -0.9% |
| 6M | +2.2% | +1.8% | +0.3% | +1.6% |
| YTD | +11.5% | +0.6% | +11.0% | +11.0% |
| 1Y | +13.5% | +12.9% | +0.6% | +10.1% |
| 3Y | +78.0% | +126.4% | -48.3% | +46.7% |
| 5Y | +73.1% | +62.3% | +10.9% | +46.5% |
| 10Y | +310.9% | +84.0% | +226.9% | +215.9% |
| All | +811.4% | +8.9% | +802.5% | +561.7% |
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