+45.2%
UBER vs FHN
+129.0%
-83.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -7.0% | 0.0% | -7.1% | -7.0% |
| 30D | -8.9% | -2.6% | -6.3% | -8.3% |
| 3M | +1.0% | 0.0% | +1.0% | +0.7% |
| 6M | -3.7% | +9.2% | -13.0% | -6.9% |
| YTD | -13.0% | +4.3% | -17.4% | -14.7% |
| 1Y | -25.5% | +10.8% | -36.3% | -28.8% |
| All | +45.2% | +129.0% | -83.7% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling