+77.6%
UMC vs FHN
+61.2%
+16.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +11.2% | +2.1% | +9.1% | +10.9% |
| 30D | -28.0% | +3.8% | -31.8% | -28.4% |
| 3M | -20.5% | -8.9% | -11.6% | -19.5% |
| 6M | -1.6% | +1.8% | -3.4% | -2.1% |
| YTD | +99.4% | +0.6% | +98.8% | +98.3% |
| 1Y | +120.4% | +12.9% | +107.5% | +115.3% |
| 3Y | +134.2% | +126.4% | +7.9% | +107.7% |
| All | +77.6% | +61.2% | +16.4% | +58.6% |
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