+78.1%
STM vs FHN
+10.6%
+67.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.8% | +4.6% |
| 7D | -10.7% | -1.0% | -9.8% | -10.1% |
| 30D | -25.7% | +0.2% | -26.0% | -25.7% |
| 3M | -21.6% | -9.0% | -12.6% | -17.4% |
| 6M | -27.8% | -6.8% | -21.0% | -25.3% |
| YTD | +61.8% | -1.5% | +63.3% | +56.5% |
| 1Y | +78.1% | +10.9% | +67.2% | +60.4% |
| All | +78.1% | +10.6% | +67.5% | +60.4% |
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 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