+75.4%
USAR vs FHN
+119.3%
-44.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +2.3% | +2.7% | -0.3% | +1.6% |
| 30D | -8.6% | -3.1% | -5.5% | -7.9% |
| 3M | -20.5% | +2.3% | -22.8% | -21.2% |
| 6M | +1.2% | +9.7% | -8.5% | -0.7% |
| YTD | +48.4% | +4.7% | +43.7% | +46.8% |
| 1Y | +30.6% | +13.8% | +16.9% | +27.7% |
| 3Y | +73.6% | +131.6% | -57.9% | +66.7% |
| All | +75.4% | +119.3% | -44.0% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling