+155.3%
URI vs FHN
+131.2%
+24.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +2.6% | -0.9% | +3.5% | +3.2% |
| 30D | +9.1% | +2.0% | +7.0% | +8.0% |
| 3M | +1.0% | -6.8% | +7.8% | +4.9% |
| 6M | +23.3% | -0.8% | +24.1% | +23.4% |
| YTD | +43.3% | +0.6% | +42.7% | +41.9% |
| 1Y | +35.9% | +11.5% | +24.4% | +26.8% |
| All | +155.3% | +131.2% | +24.1% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling