+40.1%
W vs FHN
+132.7%
-92.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -4.2% | +1.2% | -5.3% | -5.1% |
| 30D | -7.6% | -4.7% | -2.9% | -3.8% |
| 3M | +37.2% | +3.5% | +33.6% | +32.8% |
| 6M | +26.3% | +7.8% | +18.5% | +17.9% |
| YTD | -1.0% | +5.9% | -6.9% | -6.0% |
| 1Y | +20.1% | +12.5% | +7.6% | +6.3% |
| All | +40.1% | +132.7% | -92.6% | -33.7% |
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