+19,359.6%
STRL vs FHN
+1,276.1%
+18,083.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.8% | +5.8% |
| 7D | +3.4% | +1.2% | +2.2% | +3.0% |
| 30D | -9.2% | -4.7% | -4.5% | -7.9% |
| 3M | -51.0% | +3.5% | -54.6% | -51.7% |
| 6M | +15.8% | +7.8% | +8.0% | +13.4% |
| YTD | +58.9% | +5.9% | +53.0% | +56.3% |
| 1Y | +68.5% | +12.5% | +56.0% | +62.5% |
| 3Y | +485.2% | +117.2% | +368.0% | +367.9% |
| 5Y | +2,005.1% | +86.5% | +1,918.6% | +1,571.7% |
| 10Y | +7,118.0% | +125.7% | +6,992.2% | +5,227.3% |
| All | +19,359.6% | +1,276.1% | +18,083.5% | +13,597.6% |
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