-28.4%
STZ vs FHN
+57.4%
-85.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | +11.8% | -2.3% | +14.1% | +12.1% |
| 30D | +26.0% | -0.9% | +26.9% | +26.1% |
| 3M | +11.5% | -11.0% | +22.6% | +12.8% |
| 6M | -2.0% | -5.4% | +3.4% | -1.5% |
| YTD | +7.9% | -1.2% | +9.0% | +7.9% |
| 1Y | +13.9% | +10.5% | +3.4% | +12.8% |
| 3Y | -35.8% | +115.1% | -151.0% | -40.3% |
| 5Y | -28.4% | +58.1% | -86.5% | -31.3% |
| All | -28.4% | +57.4% | -85.8% | -31.3% |
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