+19.8%
U vs FHN
+10.5%
+9.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | +16.9% | -0.9% | +17.8% | +17.1% |
| 30D | +6.4% | +2.0% | +4.3% | +5.4% |
| 3M | +13.2% | -6.8% | +20.0% | +15.9% |
| 6M | +84.8% | -0.8% | +85.5% | +81.5% |
| YTD | +12.4% | +0.6% | +11.8% | +11.9% |
| 1Y | +19.8% | +11.5% | +8.3% | +14.5% |
| All | +19.8% | +10.5% | +9.3% | +14.5% |
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 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