+6,893.4%
URI vs FHN
+75.3%
+6,818.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.0% | +1.2% | -3.2% | -2.5% |
| 30D | -12.9% | -4.7% | -8.2% | -11.1% |
| 3M | -6.7% | +3.5% | -10.3% | -8.4% |
| 6M | +19.0% | +7.8% | +11.2% | +14.7% |
| YTD | +25.5% | +5.9% | +19.7% | +21.8% |
| 1Y | +5.5% | +12.5% | -6.9% | -1.2% |
| 3Y | +111.3% | +117.2% | -5.9% | +44.5% |
| 5Y | +198.6% | +86.5% | +112.0% | +101.8% |
| 10Y | +1,179.9% | +125.7% | +1,054.2% | +676.8% |
| All | +6,893.4% | +75.3% | +6,818.1% | +3,069.9% |
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