-42.4%
TECH vs FHN
+86.2%
-128.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +0.7% | -4.7% | +5.4% | +1.7% |
| 3M | +36.3% | +3.5% | +32.8% | +35.2% |
| 6M | +25.6% | +7.8% | +17.8% | +23.4% |
| YTD | +23.7% | +5.9% | +17.8% | +22.0% |
| 1Y | +37.6% | +12.5% | +25.2% | +33.7% |
| 3Y | -6.6% | +117.2% | -123.8% | -18.7% |
| All | -42.4% | +86.2% | -128.5% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling