+101,053.8%
TECH vs FHN
+1,824.4%
+99,229.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +0.7% | -4.7% | +5.4% | +1.5% |
| 3M | +36.3% | +3.5% | +32.8% | +35.5% |
| 6M | +25.6% | +7.8% | +17.8% | +23.8% |
| YTD | +23.7% | +5.9% | +17.8% | +22.3% |
| 1Y | +37.6% | +12.5% | +25.2% | +34.4% |
| 3Y | -6.6% | +117.2% | -123.8% | -19.1% |
| 5Y | -42.2% | +86.5% | -128.8% | -50.5% |
| 10Y | +187.6% | +125.7% | +61.8% | +125.5% |
| All | +101,053.8% | +1,824.4% | +99,229.4% | +40,661.2% |
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 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