-25.9%
STRL vs FHN
+14.6%
-40.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.7% | -23.1% | -22.4% |
| 7D | -27.1% | +2.3% | -29.3% | -28.3% |
| 30D | -45.8% | +1.6% | -47.4% | -46.5% |
| 3M | -47.6% | -8.4% | -39.2% | -44.4% |
| 6M | -46.4% | -2.3% | -44.1% | -46.3% |
| YTD | -7.4% | +1.5% | -8.9% | -12.2% |
| 1Y | -25.9% | +15.0% | -40.9% | -34.8% |
| All | -25.9% | +14.6% | -40.4% | -34.8% |
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 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