+189.9%
STLA vs FHN
+197.6%
-7.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.5% | -1.0% | -3.5% | -4.1% |
| 30D | -3.9% | +0.2% | -4.1% | -4.0% |
| 3M | -20.2% | -9.0% | -11.2% | -17.5% |
| 6M | -42.2% | -6.8% | -35.3% | -40.8% |
| YTD | -59.3% | -1.5% | -57.8% | -59.4% |
| 1Y | -56.1% | +10.9% | -67.0% | -58.0% |
| 3Y | -73.7% | +119.4% | -193.0% | -80.7% |
| 5Y | -70.3% | +57.5% | -127.8% | -77.5% |
| 10Y | +23.1% | +114.1% | -91.0% | -24.1% |
| All | +189.9% | +197.6% | -7.8% | +57.4% |
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 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