+11,247.2%
STZ vs FHN
+764.4%
+10,482.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.7% | +5.0% |
| 7D | +13.0% | +2.3% | +10.7% | +12.5% |
| 30D | +29.4% | +1.6% | +27.8% | +29.0% |
| 3M | +11.6% | -8.4% | +20.0% | +13.6% |
| 6M | -0.2% | -2.3% | +2.1% | +0.2% |
| YTD | +8.6% | +1.5% | +7.1% | +7.9% |
| 1Y | +15.9% | +15.0% | +0.9% | +12.2% |
| 3Y | -35.4% | +120.9% | -156.3% | -46.7% |
| 5Y | -26.9% | +64.0% | -90.9% | -38.7% |
| 10Y | +7.8% | +120.6% | -112.9% | -20.8% |
| All | +11,247.2% | +764.4% | +10,482.9% | +4,910.4% |
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