-64.3%
STLA vs FHN
+132.7%
-197.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +2.6% | +1.2% | +1.4% | +2.1% |
| 30D | -1.2% | -4.7% | +3.5% | +0.6% |
| 3M | -24.8% | +3.5% | -28.3% | -26.3% |
| 6M | -25.6% | +7.8% | -33.4% | -28.3% |
| YTD | -48.9% | +5.9% | -54.8% | -50.8% |
| 1Y | -38.8% | +12.5% | -51.2% | -42.8% |
| All | -64.3% | +132.7% | -197.0% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling