+202.8%
TER vs FHN
+86.2%
+116.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | -8.3% | -4.7% | -3.6% | -6.8% |
| 3M | -12.2% | +3.5% | -15.8% | -13.2% |
| 6M | +17.1% | +7.8% | +9.3% | +14.8% |
| YTD | +84.7% | +5.9% | +78.8% | +82.3% |
| 1Y | +199.9% | +12.5% | +187.4% | +190.2% |
| 3Y | +232.8% | +117.2% | +115.6% | +176.0% |
| All | +202.8% | +86.2% | +116.7% | +144.5% |
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 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