-20.3%
STRL vs FHN
+10.5%
-30.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.1% | +5.0% |
| 7D | +7.1% | -0.9% | +8.0% | +8.0% |
| 30D | -39.4% | +2.0% | -41.4% | -40.2% |
| 3M | -43.0% | -6.8% | -36.1% | -40.1% |
| 6M | -65.0% | -0.8% | -64.2% | -65.6% |
| YTD | -0.8% | +0.6% | -1.4% | -4.8% |
| 1Y | -20.3% | +11.5% | -31.8% | -26.9% |
| All | -20.3% | +10.5% | -30.8% | -26.9% |
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