+232.5%
UMC vs FHN
+12.1%
+220.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.5% |
| 7D | +11.4% | -0.8% | +12.2% | +11.4% |
| 30D | +16.8% | -2.6% | +19.4% | +17.1% |
| 3M | +19.1% | +0.8% | +18.2% | +18.7% |
| 6M | +137.4% | +9.2% | +128.2% | +133.3% |
| YTD | +186.4% | +5.1% | +181.3% | +181.2% |
| All | +232.5% | +12.1% | +220.4% | +222.7% |
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