+163.6%
W vs FHN
+197.2%
-33.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -4.2% | +1.2% | -5.3% | -4.6% |
| 30D | -7.6% | -4.7% | -2.9% | -5.8% |
| 3M | +37.2% | +3.5% | +33.6% | +35.3% |
| 6M | +26.3% | +7.8% | +18.5% | +22.7% |
| YTD | -1.0% | +5.9% | -6.9% | -2.9% |
| 1Y | +20.1% | +12.5% | +7.6% | +14.3% |
| 3Y | +37.8% | +117.2% | -79.4% | +6.0% |
| 5Y | -63.7% | +86.5% | -150.2% | -72.1% |
| 10Y | +156.3% | +125.7% | +30.6% | +60.6% |
| All | +163.6% | +197.2% | -33.6% | +37.2% |
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 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