+4,267.1%
SYY vs FHN
+1,824.4%
+2,442.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.3% | +1.2% | -3.5% | -2.6% |
| 30D | -4.9% | -4.7% | -0.2% | -4.0% |
| 3M | +8.4% | +3.5% | +4.8% | +7.4% |
| 6M | -7.4% | +7.8% | -15.2% | -9.1% |
| YTD | +11.0% | +5.9% | +5.1% | +9.2% |
| 1Y | -0.2% | +12.5% | -12.7% | -3.5% |
| 3Y | +23.8% | +117.2% | -93.4% | +0.4% |
| 5Y | +18.1% | +86.5% | -68.4% | -5.5% |
| 10Y | +94.6% | +125.7% | -31.1% | +43.6% |
| All | +4,267.1% | +1,824.4% | +2,442.7% | +1,486.7% |
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