+31.5%
UL vs FHN
+61.0%
-29.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | +4.5% | +2.0% | +2.5% | +4.4% |
| 3M | +5.5% | -6.8% | +12.3% | +5.6% |
| 6M | +17.0% | -0.8% | +17.8% | +17.0% |
| YTD | +3.2% | +0.6% | +2.6% | +3.2% |
| 1Y | -1.9% | +11.5% | -13.4% | -2.1% |
| 3Y | +33.6% | +130.0% | -96.4% | +29.3% |
| 5Y | +31.5% | +60.8% | -29.3% | +28.1% |
| All | +31.5% | +61.0% | -29.5% | +28.1% |
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 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