+131.4%
WMT vs FHN
+87.6%
+43.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | -6.4% | -2.6% | -3.8% | -6.3% |
| 3M | -12.1% | +0.8% | -13.0% | -12.2% |
| 6M | -15.0% | +9.2% | -24.2% | -15.4% |
| YTD | -4.5% | +5.1% | -9.6% | -4.9% |
| 1Y | +6.2% | +12.2% | -6.0% | +5.2% |
| 3Y | +99.9% | +132.4% | -32.5% | +92.3% |
| 5Y | +131.4% | +91.1% | +40.4% | +123.6% |
| All | +131.4% | +87.6% | +43.8% | +123.6% |
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