+75.2%
STRL vs FHN
+13.8%
+61.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.9% |
| 7D | +10.1% | +2.7% | +7.4% | +8.3% |
| 30D | -8.2% | -3.1% | -5.1% | -6.4% |
| 3M | -43.7% | +2.3% | -46.0% | -45.0% |
| 6M | +27.1% | +9.7% | +17.4% | +20.4% |
| YTD | +64.0% | +4.7% | +59.3% | +57.7% |
| 1Y | +75.2% | +13.8% | +61.4% | +65.0% |
| All | +75.2% | +13.8% | +61.4% | +65.0% |
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