+2,025.5%
STM vs FHN
+492.2%
+1,533.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +16.3% | +1.3% | +15.0% | +15.8% |
| 30D | -6.3% | +2.8% | -9.1% | -7.1% |
| 3M | -14.1% | -8.9% | -5.2% | -11.1% |
| 6M | -19.6% | -0.7% | -18.9% | -19.5% |
| YTD | +80.1% | +0.1% | +80.1% | +79.8% |
| 1Y | +95.4% | +10.4% | +85.0% | +88.0% |
| 3Y | +14.7% | +128.8% | -114.1% | -16.7% |
| 5Y | -5.4% | +61.5% | -66.9% | -28.2% |
| 10Y | +465.5% | +83.0% | +382.5% | +274.2% |
| All | +2,025.5% | +492.2% | +1,533.2% | +582.5% |
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