+142.8%
WBD vs FHN
+129.8%
+13.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -0.7% | +2.7% | -3.4% | -2.1% |
| 30D | +5.0% | -3.1% | +8.1% | +6.7% |
| 3M | +6.2% | +2.3% | +3.9% | +4.5% |
| 6M | +0.6% | +9.7% | -9.1% | -5.3% |
| YTD | -2.4% | +4.7% | -7.2% | -6.4% |
| 1Y | +127.7% | +13.8% | +113.9% | +105.2% |
| All | +142.8% | +129.8% | +13.0% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling