+22.7%
USB vs FHN
+57.4%
-34.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.8% |
| 7D | -1.5% | -2.3% | +0.8% | -0.4% |
| 30D | +4.3% | -0.9% | +5.2% | +4.8% |
| 3M | -6.1% | -11.0% | +5.0% | -0.7% |
| 6M | +9.4% | -5.4% | +14.8% | +12.5% |
| YTD | +15.2% | -1.2% | +16.3% | +16.1% |
| 1Y | +32.8% | +10.5% | +22.2% | +27.2% |
| 3Y | +91.3% | +115.1% | -23.8% | +38.4% |
| 5Y | +22.7% | +58.1% | -35.4% | -5.0% |
| All | +22.7% | +57.4% | -34.7% | -5.0% |
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 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