+145.3%
UMC vs FHN
+90.1%
+55.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +20.8% | -2.6% | +23.3% | +21.2% |
| 3M | +16.1% | 0.0% | +16.1% | +15.9% |
| 6M | +137.3% | +9.2% | +128.1% | +133.6% |
| YTD | +193.8% | +4.3% | +189.4% | +190.7% |
| 1Y | +236.1% | +10.8% | +225.3% | +229.0% |
| 3Y | +267.1% | +130.7% | +136.4% | +223.6% |
| 5Y | +145.3% | +87.4% | +57.9% | +109.8% |
| All | +145.3% | +90.1% | +55.2% | +109.8% |
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 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