-37.5%
U vs FHN
+208.8%
-246.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.9% |
| 7D | +4.5% | +2.7% | +1.8% | +3.7% |
| 30D | -0.6% | -3.1% | +2.5% | +0.3% |
| 3M | +48.4% | +2.3% | +46.1% | +47.1% |
| 6M | +115.4% | +9.7% | +105.6% | +108.5% |
| YTD | -3.2% | +4.7% | -7.9% | -4.7% |
| 1Y | -6.0% | +13.8% | -19.8% | -9.8% |
| 3Y | +13.5% | +131.6% | -118.1% | -6.1% |
| 5Y | -68.0% | +91.1% | -159.2% | -70.9% |
| All | -37.5% | +208.8% | -246.3% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling