+16.1%
STM vs FHN
+130.0%
-114.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +16.3% | +1.3% | +15.0% | +15.7% |
| 30D | -6.3% | +2.8% | -9.1% | -7.4% |
| 3M | -14.1% | -8.9% | -5.2% | -10.2% |
| 6M | -19.6% | -0.7% | -18.9% | -19.5% |
| YTD | +80.1% | +0.1% | +80.1% | +79.0% |
| 1Y | +95.4% | +10.4% | +85.0% | +85.4% |
| All | +16.1% | +130.0% | -114.0% | -20.6% |
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 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