+136,006.0%
UNH vs FHN
+1,824.4%
+134,181.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | -3.8% | -4.7% | +0.9% | -2.7% |
| 3M | +0.7% | +3.5% | -2.8% | -0.1% |
| 6M | +37.9% | +7.8% | +30.0% | +35.1% |
| YTD | +21.9% | +5.9% | +16.1% | +19.8% |
| 1Y | +31.4% | +12.5% | +18.9% | +26.9% |
| 3Y | -11.4% | +117.2% | -128.6% | -29.1% |
| 5Y | +2.5% | +86.5% | -84.0% | -19.6% |
| 10Y | +242.9% | +125.7% | +117.1% | +136.0% |
| All | +136,006.0% | +1,824.4% | +134,181.6% | +23,835.0% |
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