+30.9%
WAT vs FHN
-6.6%
+37.5%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.1% | -1.0% | -0.1% | -0.8% |
| 30D | +5.0% | +0.2% | +4.7% | +5.0% |
| 3M | +14.5% | -9.0% | +23.5% | +17.4% |
| 6M | +30.9% | -6.8% | +37.7% | +32.7% |
| All | +30.9% | -6.6% | +37.5% | +32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling