+6,228.6%
STT vs FHN
+1,690.1%
+4,538.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -2.5% | -1.0% | -1.5% | -1.9% |
| 30D | -5.0% | +0.2% | -5.2% | -5.1% |
| 3M | -10.5% | -9.0% | -1.5% | -5.9% |
| 6M | +10.0% | -6.8% | +16.8% | +13.8% |
| YTD | +30.7% | -1.5% | +32.2% | +31.1% |
| 1Y | +43.8% | +10.9% | +32.8% | +35.3% |
| 3Y | +168.1% | +119.4% | +48.7% | +69.3% |
| 5Y | +101.4% | +57.5% | +43.9% | +35.3% |
| 10Y | +211.3% | +114.1% | +97.2% | +62.4% |
| All | +6,228.6% | +1,690.1% | +4,538.5% | +1,196.2% |
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