+19,646.7%
WELL vs FHN
+1,730.5%
+17,916.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +3.0% | +0.9% | +2.1% | +2.8% |
| 30D | +10.2% | +2.1% | +8.1% | +9.6% |
| 3M | +6.1% | -6.0% | +12.1% | +7.8% |
| 6M | +16.6% | -2.9% | +19.6% | +17.4% |
| YTD | +35.3% | +0.7% | +34.6% | +34.3% |
| 1Y | +31.5% | +11.0% | +20.5% | +26.8% |
| 3Y | +206.5% | +130.3% | +76.2% | +132.8% |
| 5Y | +222.0% | +61.3% | +160.7% | +153.8% |
| 10Y | +473.8% | +89.6% | +384.2% | +306.7% |
| All | +19,646.7% | +1,730.5% | +17,916.2% | +8,999.9% |
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