+92.7%
WFC vs FHN
+60.9%
+31.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | +0.9% | 0.0% | +0.5% |
| 30D | +3.3% | +2.1% | +1.2% | +2.4% |
| 3M | -1.4% | -6.0% | +4.5% | +1.3% |
| 6M | +14.7% | -2.9% | +17.7% | +16.2% |
| YTD | -5.9% | +0.7% | -6.6% | -6.1% |
| 1Y | +1.8% | +11.0% | -9.2% | -2.4% |
| 3Y | +124.9% | +130.3% | -5.4% | +68.2% |
| 5Y | +92.7% | +61.3% | +31.5% | +50.6% |
| All | +92.7% | +60.9% | +31.8% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling