-7.2%
SYK vs FHN
+130.7%
-137.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -12.3% | -0.8% | -11.5% | -12.2% |
| 30D | -22.4% | -2.6% | -19.8% | -22.1% |
| 3M | -12.3% | +0.8% | -13.2% | -12.6% |
| 6M | -24.3% | +9.2% | -33.5% | -25.6% |
| YTD | -22.8% | +5.1% | -27.9% | -23.7% |
| 1Y | -28.8% | +12.2% | -41.0% | -30.6% |
| All | -7.2% | +130.7% | -137.9% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling