+36.0%
UPS vs FHN
+129.4%
-93.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -2.7% | -2.6% | -0.1% | -2.2% |
| 3M | -1.6% | +0.8% | -2.5% | -1.9% |
| 6M | +2.3% | +9.2% | -6.9% | +0.3% |
| YTD | +5.6% | +5.1% | +0.5% | +4.2% |
| 1Y | +27.1% | +12.2% | +14.8% | +23.3% |
| 3Y | -26.3% | +132.4% | -158.7% | -39.7% |
| 5Y | -34.5% | +91.1% | -125.6% | -46.7% |
| All | +36.0% | +129.4% | -93.5% | +3.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling