+154.7%
UMC vs FHN
+143.1%
+11.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +11.2% | +2.1% | +9.1% | +10.5% |
| 30D | -28.0% | +3.8% | -31.8% | -28.8% |
| 3M | -20.5% | -8.9% | -11.6% | -18.2% |
| 6M | -1.6% | +1.8% | -3.4% | -2.5% |
| YTD | +99.4% | +0.6% | +98.8% | +97.4% |
| 1Y | +120.4% | +12.9% | +107.5% | +110.2% |
| 3Y | +134.2% | +126.4% | +7.9% | +74.0% |
| 5Y | +78.8% | +62.3% | +16.5% | +37.0% |
| 10Y | +1,280.4% | +84.0% | +1,196.4% | +798.0% |
| All | +154.7% | +143.1% | +11.6% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling