+73.2%
STX vs FHN
+11.9%
+61.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.1% | +7.7% | +9.1% |
| 7D | -14.8% | -0.5% | -14.3% | -14.5% |
| 30D | -35.4% | +1.9% | -37.3% | -35.6% |
| 3M | -37.7% | -6.9% | -30.7% | -35.7% |
| 6M | -35.2% | -3.1% | -32.2% | -34.4% |
| YTD | +84.4% | +0.6% | +83.8% | +79.5% |
| All | +73.2% | +11.9% | +61.3% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling