-23.0%
UBER vs FHN
+11.4%
-34.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +2.0% |
| 7D | -4.5% | -0.8% | -3.7% | -4.4% |
| 30D | -7.6% | -2.6% | -5.0% | -7.5% |
| 3M | +5.8% | +0.8% | +4.9% | +5.2% |
| 6M | +0.3% | +9.2% | -9.0% | -1.3% |
| YTD | -11.2% | +5.1% | -16.3% | -11.9% |
| 1Y | -23.0% | +12.2% | -35.2% | -23.4% |
| All | -23.0% | +11.4% | -34.4% | -23.4% |
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 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