-62.1%
W vs FHN
+88.9%
-151.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | +6.5% | +2.7% | +3.8% | +5.1% |
| 30D | -6.2% | -3.1% | -3.1% | -4.9% |
| 3M | +48.9% | +2.3% | +46.5% | +47.2% |
| 6M | +31.2% | +9.7% | +21.5% | +25.4% |
| YTD | -0.4% | +4.7% | -5.2% | -2.4% |
| 1Y | +14.8% | +13.8% | +1.1% | +7.6% |
| 3Y | +40.5% | +131.6% | -91.1% | +5.1% |
| 5Y | -62.1% | +91.1% | -153.3% | -71.2% |
| All | -62.1% | +88.9% | -151.1% | -71.2% |
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