+1,019.5%
STX vs FHN
+86.2%
+933.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.4% | +1.2% | +1.2% | +2.1% |
| 30D | +1.4% | -4.7% | +6.1% | +2.6% |
| 3M | -8.2% | +3.5% | -11.8% | -9.0% |
| 6M | +127.0% | +7.8% | +119.2% | +122.7% |
| YTD | +209.1% | +5.9% | +203.3% | +204.4% |
| 1Y | +365.4% | +12.5% | +353.0% | +350.0% |
| 3Y | +1,135.4% | +117.2% | +1,018.2% | +946.9% |
| All | +1,019.5% | +86.2% | +933.3% | +798.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling