+8,627.7%
WFC vs FHN
+1,824.4%
+6,803.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | +1.2% | +2.6% | +3.1% |
| 30D | +1.5% | -4.7% | +6.2% | +4.2% |
| 3M | +10.9% | +3.5% | +7.3% | +8.5% |
| 6M | +8.4% | +7.8% | +0.6% | +3.8% |
| YTD | -1.9% | +5.9% | -7.8% | -5.2% |
| 1Y | +12.3% | +12.5% | -0.1% | +4.1% |
| 3Y | +132.3% | +117.2% | +15.1% | +45.7% |
| 5Y | +130.1% | +86.5% | +43.5% | +39.3% |
| 10Y | +134.4% | +125.7% | +8.7% | +19.2% |
| All | +8,627.7% | +1,824.4% | +6,803.3% | +1,582.1% |
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