+34.6%
THC vs FHN
+13.8%
+20.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -2.6% | +2.7% | -5.2% | -2.7% |
| 30D | -1.2% | -3.1% | +1.9% | -1.0% |
| 3M | +58.9% | +2.3% | +56.6% | +59.0% |
| 6M | +9.3% | +9.7% | -0.4% | +9.4% |
| YTD | +30.4% | +4.7% | +25.6% | +29.2% |
| 1Y | +34.6% | +13.8% | +20.8% | +30.3% |
| All | +34.6% | +13.8% | +20.8% | +30.3% |
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 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