+30.6%
UPS vs FHN
+14.6%
+16.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.0% |
| 7D | +8.2% | +2.3% | +5.9% | +7.2% |
| 30D | +22.7% | +1.6% | +21.1% | +21.9% |
| 3M | +6.4% | -8.4% | +14.8% | +10.2% |
| 6M | +22.6% | -2.3% | +24.9% | +23.4% |
| YTD | +20.7% | +1.5% | +19.2% | +18.7% |
| 1Y | +30.6% | +15.0% | +15.6% | +25.2% |
| All | +30.6% | +14.6% | +16.1% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling