-0.2%
WY vs FHN
+14.6%
-14.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.0% |
| 7D | +13.3% | +2.3% | +11.1% | +12.4% |
| 30D | +17.6% | +1.6% | +16.0% | +16.9% |
| 3M | -15.0% | -8.4% | -6.6% | -12.5% |
| 6M | -5.9% | -2.3% | -3.6% | -5.5% |
| YTD | -5.7% | +1.5% | -7.2% | -7.5% |
| 1Y | -0.2% | +15.0% | -15.2% | -7.5% |
| All | -0.2% | +14.6% | -14.8% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling