-37.0%
STZ vs FHN
+114.0%
-151.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +4.9% | -1.0% | +5.9% | +5.1% |
| 30D | +20.9% | +0.2% | +20.7% | +20.9% |
| 3M | +8.0% | -9.0% | +17.0% | +9.4% |
| 6M | -5.3% | -6.8% | +1.5% | -4.5% |
| YTD | +5.9% | -1.5% | +7.4% | +6.0% |
| 1Y | +14.2% | +10.9% | +3.3% | +12.7% |
| 3Y | -37.0% | +119.4% | -156.3% | -42.5% |
| All | -37.0% | +114.0% | -151.0% | -42.5% |
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