+338.3%
SU vs FHN
+87.1%
+251.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +2.2% | -1.9% | +4.1% | +2.6% |
| 30D | +8.4% | -5.4% | +13.9% | +9.6% |
| 3M | +12.1% | -1.4% | +13.5% | +12.2% |
| 6M | +19.7% | +9.9% | +9.8% | +16.9% |
| YTD | +58.4% | +3.9% | +54.5% | +56.2% |
| 1Y | +67.2% | +10.6% | +56.6% | +62.1% |
| 3Y | +125.0% | +130.7% | -5.6% | +83.7% |
| All | +338.3% | +87.1% | +251.2% | +222.5% |
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 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