+6,593.0%
STT vs FHN
+1,728.2%
+4,864.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +0.4% | -0.9% | +1.3% | +1.0% |
| 30D | -0.4% | +2.0% | -2.5% | -1.5% |
| 3M | -6.5% | -6.8% | +0.4% | -2.9% |
| 6M | +17.2% | -0.8% | +17.9% | +17.3% |
| YTD | +38.2% | +0.6% | +37.6% | +37.2% |
| 1Y | +49.3% | +11.5% | +37.8% | +40.1% |
| 3Y | +181.9% | +130.0% | +51.9% | +73.6% |
| 5Y | +106.9% | +60.8% | +46.1% | +37.6% |
| 10Y | +203.1% | +84.0% | +119.2% | +72.2% |
| All | +6,593.0% | +1,728.2% | +4,864.8% | +1,255.7% |
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