+499.2%
THC vs FHN
+1,824.4%
-1,325.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +1.2% | -1.8% | -1.1% |
| 30D | +1.3% | -4.7% | +6.0% | +2.9% |
| 3M | +64.2% | +3.5% | +60.7% | +62.1% |
| 6M | +8.3% | +7.8% | +0.5% | +5.1% |
| YTD | +33.4% | +5.9% | +27.5% | +29.8% |
| 1Y | +37.7% | +12.5% | +25.2% | +30.3% |
| 3Y | +236.8% | +117.2% | +119.6% | +145.9% |
| 5Y | +249.3% | +86.5% | +162.7% | +149.2% |
| 10Y | +995.2% | +125.7% | +869.5% | +617.1% |
| All | +499.2% | +1,824.4% | -1,325.2% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling