+26.1%
UPS vs FHN
+10.6%
+15.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -3.7% | -2.6% | -1.2% | -3.0% |
| 3M | -6.6% | 0.0% | -6.6% | -6.6% |
| 6M | +2.6% | +9.2% | -6.7% | -0.1% |
| YTD | +4.8% | +4.3% | +0.4% | +3.1% |
| All | +26.1% | +10.6% | +15.5% | +23.7% |
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