+142.0%
W vs FHN
+114.0%
+28.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | -3.6% | -1.0% | -2.6% | -2.5% |
| 30D | +7.0% | +0.2% | +6.7% | +7.1% |
| 3M | +7.4% | -9.0% | +16.4% | +16.4% |
| 6M | +69.3% | -6.8% | +76.1% | +80.4% |
| YTD | +11.3% | -1.5% | +12.8% | +12.6% |
| 1Y | +13.2% | +10.9% | +2.3% | +3.1% |
| 3Y | +142.0% | +119.4% | +22.7% | +17.3% |
| All | +142.0% | +114.0% | +28.0% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling