-19.0%
USAR vs FHN
+110.6%
-129.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -0.8% | +2.1% | -2.9% | -1.3% |
| 30D | -20.9% | +3.8% | -24.7% | -21.7% |
| 3M | -56.2% | -8.9% | -47.2% | -55.1% |
| 6M | -67.9% | +1.8% | -69.7% | -68.1% |
| YTD | -31.4% | +0.6% | -32.0% | -31.4% |
| 1Y | -45.1% | +12.9% | -58.0% | -46.1% |
| 3Y | -20.3% | +126.4% | -146.7% | -22.7% |
| All | -19.0% | +110.6% | -129.6% | -21.4% |
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