+196.2%
W vs FHN
+176.5%
+19.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -3.6% | -1.0% | -2.6% | -3.1% |
| 30D | +7.0% | +0.2% | +6.7% | +7.0% |
| 3M | +7.4% | -9.0% | +16.4% | +11.6% |
| 6M | +69.3% | -6.8% | +76.1% | +74.8% |
| YTD | +11.3% | -1.5% | +12.8% | +12.4% |
| 1Y | +13.2% | +10.9% | +2.3% | +9.1% |
| 3Y | +142.0% | +119.4% | +22.7% | +87.0% |
| 5Y | -54.6% | +57.5% | -112.2% | -62.8% |
| 10Y | +243.7% | +114.1% | +129.6% | +120.6% |
| All | +196.2% | +176.5% | +19.7% | +58.9% |
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