+1,593.1%
T vs FHN
+1,728.2%
-135.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | +1.7% | -0.5% | +2.1% | +1.8% |
| 30D | -1.7% | +1.9% | -3.7% | -2.1% |
| 3M | -7.3% | -6.9% | -0.4% | -6.1% |
| 6M | -11.2% | -3.1% | -8.1% | -10.8% |
| YTD | -8.1% | +0.6% | -8.6% | -8.6% |
| 1Y | -8.0% | +12.4% | -20.4% | -10.6% |
| 3Y | +62.1% | +133.7% | -71.6% | +33.1% |
| 5Y | +55.7% | +61.4% | -5.7% | +31.9% |
| 10Y | +54.1% | +97.9% | -43.7% | +17.7% |
| All | +1,593.1% | +1,728.2% | -135.1% | +708.5% |
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