-52.6%
STLA vs FHN
+14.6%
-67.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.1% |
| 7D | -0.6% | +2.3% | -2.9% | -1.4% |
| 30D | +3.6% | +1.6% | +1.9% | +2.9% |
| 3M | -20.6% | -8.4% | -12.3% | -18.0% |
| 6M | -34.3% | -2.3% | -32.0% | -34.5% |
| YTD | -57.3% | +1.5% | -58.8% | -60.3% |
| 1Y | -52.6% | +15.0% | -67.7% | -61.1% |
| All | -52.6% | +14.6% | -67.2% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling