+189.2%
STLA vs FHN
+204.0%
-14.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -1.0% |
| 7D | -6.4% | -0.5% | -5.9% | -6.1% |
| 30D | -1.3% | +1.9% | -3.3% | -2.0% |
| 3M | -19.9% | -6.9% | -13.0% | -17.9% |
| 6M | -42.9% | -3.1% | -39.8% | -42.4% |
| YTD | -59.4% | +0.6% | -60.0% | -59.8% |
| 1Y | -56.8% | +12.4% | -69.2% | -58.9% |
| 3Y | -73.1% | +133.7% | -206.8% | -80.7% |
| 5Y | -70.1% | +61.4% | -131.4% | -77.6% |
| 10Y | +19.8% | +97.9% | -78.1% | -24.0% |
| All | +189.2% | +204.0% | -14.8% | +55.8% |
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