+21.2%
UL vs FHN
+129.0%
-107.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -3.2% | 0.0% | -3.3% | -3.2% |
| 30D | -0.6% | -2.6% | +2.0% | -0.6% |
| 3M | +9.4% | 0.0% | +9.4% | +9.5% |
| 6M | -4.1% | +9.2% | -13.4% | -3.9% |
| YTD | -2.0% | +4.3% | -6.3% | -1.9% |
| 1Y | -9.0% | +10.8% | -19.7% | -8.8% |
| All | +21.2% | +129.0% | -107.8% | +17.1% |
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