+3,676.0%
STX vs FHN
+126.5%
+3,549.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +6.8% |
| 7D | +10.7% | +2.7% | +8.1% | +9.9% |
| 30D | +11.3% | -3.1% | +14.4% | +12.4% |
| 3M | +3.2% | +2.3% | +0.9% | +2.4% |
| 6M | +157.0% | +9.7% | +147.2% | +149.6% |
| YTD | +229.2% | +4.7% | +224.5% | +223.8% |
| 1Y | +381.8% | +13.8% | +368.1% | +360.0% |
| 3Y | +1,383.2% | +131.6% | +1,251.6% | +1,043.2% |
| 5Y | +1,144.9% | +91.1% | +1,053.7% | +850.4% |
| 10Y | +3,676.0% | +126.6% | +3,549.4% | +2,462.2% |
| All | +3,676.0% | +126.5% | +3,549.5% | +2,462.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling