-24.7%
U vs FHN
+190.4%
-215.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.9% | +5.6% |
| 7D | +36.6% | -1.0% | +37.6% | +36.8% |
| 30D | +13.3% | +0.2% | +13.1% | +13.1% |
| 3M | +26.2% | -9.0% | +35.2% | +29.4% |
| 6M | +88.7% | -6.8% | +95.6% | +91.9% |
| YTD | +16.6% | -1.5% | +18.1% | +16.6% |
| 1Y | +29.0% | +10.9% | +18.0% | +24.6% |
| 3Y | +99.5% | +119.4% | -19.9% | +67.7% |
| 5Y | -66.1% | +57.5% | -123.7% | -69.1% |
| All | -24.7% | +190.4% | -215.1% | -11.9% |
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