+255.6%
UAL vs FHN
+9.3%
+246.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.3% |
| 7D | +8.2% | -1.0% | +9.1% | +9.0% |
| 30D | +2.3% | +0.2% | +2.1% | +2.3% |
| 3M | -12.7% | -9.0% | -3.7% | -7.2% |
| 6M | +12.7% | -6.8% | +19.5% | +18.1% |
| YTD | +0.8% | -1.5% | +2.3% | +2.5% |
| 1Y | +17.8% | +10.9% | +6.8% | +11.0% |
| 3Y | +206.7% | +119.4% | +87.3% | +89.5% |
| 5Y | +113.9% | +57.5% | +56.3% | +40.0% |
| 10Y | +97.0% | +114.1% | -17.1% | +2.1% |
| All | +255.6% | +9.3% | +246.3% | +69.3% |
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 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