+40.7%
THC vs FHN
+14.6%
+26.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +7.9% | +9.4% |
| 7D | +8.8% | +2.3% | +6.6% | +8.7% |
| 30D | +12.6% | +1.6% | +11.0% | +12.5% |
| 3M | +15.4% | -8.4% | +23.7% | +15.7% |
| 6M | +57.7% | -2.3% | +60.0% | +58.1% |
| YTD | +47.1% | +1.5% | +45.6% | +44.5% |
| 1Y | +40.7% | +15.0% | +25.7% | +37.4% |
| All | +40.7% | +14.6% | +26.1% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling