+16,011.1%
STX vs FHN
+39.3%
+15,971.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | +2.4% | +1.2% | +1.2% | +2.0% |
| 30D | +1.4% | -4.7% | +6.1% | +2.8% |
| 3M | -8.2% | +3.5% | -11.8% | -9.2% |
| 6M | +127.0% | +7.8% | +119.2% | +121.9% |
| YTD | +209.1% | +5.9% | +203.3% | +203.5% |
| 1Y | +365.4% | +12.5% | +353.0% | +346.5% |
| 3Y | +1,135.4% | +117.2% | +1,018.2% | +874.8% |
| 5Y | +991.5% | +86.5% | +905.0% | +749.8% |
| 10Y | +3,695.8% | +125.7% | +3,570.1% | +2,495.1% |
| All | +16,011.1% | +39.3% | +15,971.8% | +11,190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling