+30.3%
URI vs FHN
+10.6%
+19.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -6.0% | +0.9% | -6.9% | -6.3% |
| 30D | +4.6% | +2.1% | +2.5% | +3.6% |
| 3M | -2.7% | -6.0% | +3.3% | +0.2% |
| 6M | +18.4% | -2.9% | +21.3% | +19.3% |
| YTD | +37.4% | +0.7% | +36.6% | +34.4% |
| All | +30.3% | +10.6% | +19.7% | +19.6% |
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 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