-39.0%
U vs FHN
+212.2%
-251.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.8% | +1.2% | -5.0% | -4.1% |
| 30D | +17.5% | -4.7% | +22.2% | +19.0% |
| 3M | +38.7% | +3.5% | +35.2% | +37.0% |
| 6M | +104.4% | +7.8% | +96.6% | +99.1% |
| YTD | -5.7% | +5.9% | -11.6% | -7.5% |
| 1Y | +3.7% | +12.5% | -8.8% | -0.2% |
| 3Y | +12.3% | +117.2% | -104.9% | -6.5% |
| 5Y | -68.8% | +86.5% | -155.4% | -71.8% |
| All | -39.0% | +212.2% | -251.2% | -30.1% |
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