-7.2%
T vs FHN
+13.8%
-21.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -1.5% | +2.7% | -4.2% | -1.5% |
| 30D | +7.6% | -3.1% | +10.7% | +7.5% |
| 3M | +15.3% | +2.3% | +13.0% | +15.4% |
| 6M | -8.5% | +9.7% | -18.2% | -8.0% |
| YTD | +6.8% | +4.7% | +2.0% | +6.4% |
| 1Y | -7.2% | +13.8% | -21.0% | -8.2% |
| All | -7.2% | +13.8% | -21.0% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling