+21.0%
STM vs FHN
+86.2%
-65.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | +1.2% | +4.6% | +5.4% |
| 30D | -1.0% | -4.7% | +3.7% | +0.3% |
| 3M | -33.3% | +3.5% | -36.8% | -34.0% |
| 6M | +57.4% | +7.8% | +49.5% | +54.2% |
| YTD | +102.2% | +5.9% | +96.3% | +98.7% |
| 1Y | +99.6% | +12.5% | +87.1% | +92.4% |
| 3Y | +14.5% | +117.2% | -102.7% | -3.9% |
| All | +21.0% | +86.2% | -65.2% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling