+227.0%
UPS vs FHN
+60.3%
+166.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.9% | +1.2% | -4.1% | -3.1% |
| 30D | -3.5% | -4.7% | +1.2% | -2.5% |
| 3M | -5.7% | +3.5% | -9.3% | -6.5% |
| 6M | -4.4% | +7.8% | -12.2% | -6.0% |
| YTD | +8.0% | +5.9% | +2.1% | +6.5% |
| 1Y | +29.0% | +12.5% | +16.6% | +25.2% |
| 3Y | -27.7% | +117.2% | -144.9% | -40.1% |
| 5Y | -34.3% | +86.5% | -120.9% | -46.2% |
| 10Y | +37.8% | +125.7% | -87.9% | +1.0% |
| All | +227.0% | +60.3% | +166.7% | +65.6% |
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