+112.3%
UAL vs FHN
+56.9%
+55.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.2% |
| 7D | +8.2% | -1.0% | +9.1% | +8.8% |
| 30D | +2.3% | +0.2% | +2.1% | +2.4% |
| 3M | -12.7% | -9.0% | -3.7% | -8.3% |
| 6M | +12.7% | -6.8% | +19.5% | +17.0% |
| YTD | +0.8% | -1.5% | +2.3% | +2.3% |
| 1Y | +17.8% | +10.9% | +6.8% | +13.1% |
| 3Y | +206.7% | +119.4% | +87.3% | +139.0% |
| All | +112.3% | +56.9% | +55.4% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling