+1,842.6%
UMC vs FHN
+126.8%
+1,715.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.6% |
| 7D | +9.0% | -1.9% | +10.9% | +9.4% |
| 30D | +17.2% | -5.4% | +22.7% | +18.4% |
| 3M | +11.4% | -1.4% | +12.8% | +11.4% |
| 6M | +137.5% | +9.9% | +127.7% | +132.7% |
| YTD | +193.1% | +3.9% | +189.2% | +189.6% |
| 1Y | +240.3% | +10.6% | +229.7% | +231.6% |
| 3Y | +262.2% | +130.7% | +131.5% | +204.2% |
| 5Y | +143.1% | +88.8% | +54.3% | +102.8% |
| All | +1,842.6% | +126.8% | +1,715.8% | +1,457.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling