+443.6%
STX vs FHN
+56.9%
+386.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -28.5% | -1.0% | -27.5% | -28.3% |
| 30D | -42.9% | +0.2% | -43.1% | -42.9% |
| 3M | -45.9% | -9.0% | -36.9% | -44.8% |
| 6M | -41.3% | -6.8% | -34.5% | -40.5% |
| YTD | +67.9% | -1.5% | +69.5% | +67.9% |
| 1Y | +66.5% | +10.9% | +55.6% | +62.3% |
| 3Y | +588.0% | +119.4% | +468.6% | +491.6% |
| All | +443.6% | +56.9% | +386.7% | +386.1% |
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 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