+7,210.0%
URI vs FHN
+63.1%
+7,146.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.3% |
| 7D | -9.8% | -1.0% | -8.8% | -9.4% |
| 30D | +1.7% | +0.2% | +1.5% | +1.7% |
| 3M | -9.1% | -9.0% | -0.1% | -5.1% |
| 6M | +9.9% | -6.8% | +16.7% | +13.2% |
| YTD | +31.2% | -1.5% | +32.7% | +31.6% |
| 1Y | +25.9% | +10.9% | +15.0% | +19.4% |
| 3Y | +147.4% | +119.4% | +28.0% | +68.7% |
| 5Y | +179.7% | +57.5% | +122.2% | +104.6% |
| 10Y | +1,419.5% | +114.1% | +1,305.4% | +845.8% |
| All | +7,210.0% | +63.1% | +7,146.9% | +3,326.0% |
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