+243.6%
UMC vs FHN
+155.9%
+87.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +5.0% | +1.2% | +3.8% | +4.5% |
| 30D | +7.7% | -4.7% | +12.4% | +9.2% |
| 3M | +1.7% | +3.5% | -1.9% | +0.2% |
| 6M | +113.9% | +7.8% | +106.1% | +107.9% |
| YTD | +168.9% | +5.9% | +163.0% | +162.0% |
| 1Y | +207.2% | +12.5% | +194.7% | +192.5% |
| 3Y | +227.7% | +117.2% | +110.5% | +146.3% |
| 5Y | +118.0% | +86.5% | +31.5% | +59.3% |
| 10Y | +1,682.1% | +125.7% | +1,556.4% | +972.5% |
| All | +243.6% | +155.9% | +87.7% | +38.0% |
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