+1,872.1%
T vs FHN
+1,824.4%
+47.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -1.3% | +1.2% | -2.4% | -1.5% |
| 30D | +11.4% | -4.7% | +16.1% | +12.3% |
| 3M | +14.3% | +3.5% | +10.7% | +13.4% |
| 6M | -9.3% | +7.8% | -17.1% | -10.8% |
| YTD | +7.1% | +5.9% | +1.2% | +5.4% |
| 1Y | -9.1% | +12.5% | -21.6% | -11.8% |
| 3Y | +105.3% | +117.2% | -11.9% | +70.8% |
| 5Y | +66.8% | +86.5% | -19.7% | +37.0% |
| 10Y | +66.8% | +125.7% | -58.9% | +24.1% |
| All | +1,872.1% | +1,824.4% | +47.7% | +832.5% |
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