+61,756.5%
SU vs FHN
+1,803.6%
+59,952.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -1.0% | +2.7% | -3.6% | -1.5% |
| 30D | +13.7% | -3.1% | +16.8% | +14.3% |
| 3M | +8.0% | +2.3% | +5.7% | +7.3% |
| 6M | +21.0% | +9.7% | +11.3% | +18.3% |
| YTD | +56.2% | +4.7% | +51.5% | +53.9% |
| 1Y | +72.2% | +13.8% | +58.4% | +66.3% |
| 3Y | +118.1% | +131.6% | -13.5% | +79.8% |
| 5Y | +350.3% | +91.1% | +259.2% | +273.3% |
| 10Y | +248.5% | +126.6% | +121.8% | +173.3% |
| All | +61,756.5% | +1,803.6% | +59,952.9% | +209,758.6% |
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