+254.0%
THC vs FHN
+86.2%
+167.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +1.2% | -1.8% | -0.9% |
| 30D | +1.3% | -4.7% | +6.0% | +2.2% |
| 3M | +64.2% | +3.5% | +60.7% | +63.0% |
| 6M | +8.3% | +7.8% | +0.5% | +6.5% |
| YTD | +33.4% | +5.9% | +27.5% | +31.3% |
| 1Y | +37.7% | +12.5% | +25.2% | +33.3% |
| 3Y | +236.8% | +117.2% | +119.6% | +179.5% |
| All | +254.0% | +86.2% | +167.8% | +180.5% |
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