+207.9%
TECK vs FHN
+90.1%
+117.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +4.9% | 0.0% | +4.8% | +4.9% |
| 30D | +5.2% | -2.6% | +7.8% | +5.9% |
| 3M | +13.8% | 0.0% | +13.8% | +13.6% |
| 6M | +38.5% | +9.2% | +29.3% | +34.8% |
| YTD | +47.3% | +4.3% | +43.0% | +45.4% |
| 1Y | +81.0% | +10.8% | +70.2% | +75.1% |
| 3Y | +79.9% | +130.7% | -50.9% | +47.2% |
| 5Y | +207.9% | +87.4% | +120.5% | +136.8% |
| All | +207.9% | +90.1% | +117.8% | +136.8% |
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