+9,321.7%
UNP vs FHN
+1,824.4%
+7,497.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -5.3% | +1.2% | -6.5% | -5.7% |
| 30D | -1.5% | -4.7% | +3.2% | -0.3% |
| 3M | +10.3% | +3.5% | +6.7% | +9.1% |
| 6M | +9.7% | +7.8% | +1.8% | +7.3% |
| YTD | +27.1% | +5.9% | +21.2% | +24.8% |
| 1Y | +32.6% | +12.5% | +20.1% | +27.6% |
| 3Y | +40.0% | +117.2% | -77.2% | +10.6% |
| 5Y | +50.8% | +86.5% | -35.7% | +16.9% |
| 10Y | +278.6% | +125.7% | +152.9% | +161.2% |
| All | +9,321.7% | +1,824.4% | +7,497.3% | +3,152.4% |
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