+256.5%
THC vs FHN
+61.2%
+195.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.0% | +2.1% | -1.2% | +0.5% |
| 30D | +5.3% | +3.8% | +1.5% | +4.6% |
| 3M | +7.1% | -8.9% | +16.1% | +9.1% |
| 6M | +46.0% | +1.8% | +44.2% | +45.3% |
| YTD | +43.9% | +0.6% | +43.4% | +43.1% |
| 1Y | +45.4% | +12.9% | +32.5% | +41.1% |
| 3Y | +421.3% | +126.4% | +294.9% | +333.5% |
| All | +256.5% | +61.2% | +195.3% | +201.2% |
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