-54.2%
W vs FHN
+56.9%
-111.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.6% | -1.0% | -2.6% | -3.0% |
| 30D | +7.0% | +0.2% | +6.7% | +7.0% |
| 3M | +7.4% | -9.0% | +16.4% | +12.4% |
| 6M | +69.3% | -6.8% | +76.1% | +75.8% |
| YTD | +11.3% | -1.5% | +12.8% | +12.6% |
| 1Y | +13.2% | +10.9% | +2.3% | +8.3% |
| 3Y | +142.0% | +119.4% | +22.7% | +88.3% |
| All | -54.2% | +56.9% | -111.1% | -61.1% |
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