-28.0%
STZ vs FHN
+61.6%
-89.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +5.2% |
| 7D | +13.0% | +2.3% | +10.7% | +12.7% |
| 30D | +29.4% | +1.6% | +27.8% | +29.2% |
| 3M | +11.6% | -8.4% | +20.0% | +12.5% |
| 6M | -0.2% | -2.3% | +2.1% | 0.0% |
| YTD | +8.6% | +1.5% | +7.1% | +8.3% |
| 1Y | +15.9% | +15.0% | +0.9% | +14.3% |
| 3Y | -35.4% | +120.9% | -156.3% | -40.1% |
| All | -28.0% | +61.6% | -89.5% | -31.0% |
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