+673.8%
STX vs FHN
+131.2%
+542.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.3% |
| 7D | +14.6% | +2.1% | +12.5% | +13.9% |
| 30D | -26.0% | +3.8% | -29.8% | -26.8% |
| 3M | -42.6% | -8.9% | -33.7% | -40.8% |
| 6M | -35.3% | +1.8% | -37.1% | -35.9% |
| YTD | +92.5% | +0.6% | +91.9% | +90.9% |
| 1Y | +102.4% | +12.9% | +89.5% | +93.3% |
| 3Y | +673.8% | +126.4% | +547.5% | +529.1% |
| All | +673.8% | +131.2% | +542.6% | +529.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling