+22,728.0%
SYK vs FHN
+1,796.6%
+20,931.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -11.8% | 0.0% | -11.8% | -11.8% |
| 30D | -20.4% | -2.6% | -17.8% | -19.9% |
| 3M | -12.1% | 0.0% | -12.1% | -12.2% |
| 6M | -24.3% | +9.2% | -33.6% | -25.9% |
| YTD | -21.2% | +4.3% | -25.6% | -22.2% |
| 1Y | -29.2% | +10.8% | -39.9% | -31.2% |
| 3Y | -2.1% | +130.7% | -132.8% | -20.9% |
| 5Y | +4.7% | +87.4% | -82.6% | -15.7% |
| 10Y | +178.2% | +126.9% | +51.4% | +101.2% |
| All | +22,728.0% | +1,796.6% | +20,931.3% | +6,451.3% |
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 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