+504.0%
STRL vs FHN
+118.6%
+385.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | +1.2% | +2.2% | +2.6% |
| 30D | -9.2% | -4.7% | -4.5% | -6.4% |
| 3M | -51.0% | +3.5% | -54.6% | -52.4% |
| 6M | +15.8% | +7.8% | +8.0% | +10.4% |
| YTD | +58.9% | +5.9% | +53.0% | +52.6% |
| 1Y | +68.5% | +12.5% | +56.0% | +54.8% |
| All | +504.0% | +118.6% | +385.5% | +305.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling