+8,200.6%
USB vs FHN
+1,744.5%
+6,456.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.1% |
| 7D | +2.4% | +2.3% | +0.1% | +1.2% |
| 30D | +6.6% | +1.6% | +4.9% | +5.7% |
| 3M | -4.1% | -8.4% | +4.3% | +0.3% |
| 6M | +12.5% | -2.3% | +14.8% | +13.9% |
| YTD | +17.6% | +1.5% | +16.2% | +16.9% |
| 1Y | +36.5% | +15.0% | +21.5% | +27.3% |
| 3Y | +95.4% | +120.9% | -25.5% | +28.9% |
| 5Y | +26.1% | +64.0% | -37.9% | -11.0% |
| 10Y | +101.3% | +120.6% | -19.4% | +15.3% |
| All | +8,200.6% | +1,744.5% | +6,456.1% | +2,322.0% |
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