-6.5%
U vs FHN
+13.3%
-19.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +4.4% | 0.0% | +4.3% | +4.3% |
| 30D | -1.3% | -2.6% | +1.3% | -0.2% |
| 3M | +49.6% | 0.0% | +49.5% | +48.1% |
| 6M | +100.2% | +9.2% | +90.9% | +86.1% |
| YTD | -3.7% | +4.3% | -8.0% | -6.4% |
| 1Y | -6.5% | +10.8% | -17.3% | -15.3% |
| All | -6.5% | +13.3% | -19.8% | -15.3% |
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