+99.6%
STM vs FHN
+13.2%
+86.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | +1.2% | +4.6% | +5.3% |
| 30D | -1.0% | -4.7% | +3.7% | +0.9% |
| 3M | -33.3% | +3.5% | -36.8% | -34.4% |
| 6M | +57.4% | +7.8% | +49.5% | +51.7% |
| YTD | +102.2% | +5.9% | +96.3% | +94.2% |
| 1Y | +99.6% | +12.5% | +87.1% | +89.6% |
| All | +99.6% | +13.2% | +86.4% | +89.6% |
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