-22.2%
WY vs FHN
+129.8%
-152.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.1% |
| 7D | -2.1% | +2.7% | -4.7% | -2.9% |
| 30D | -10.5% | -3.1% | -7.4% | -9.7% |
| 3M | -4.9% | +2.3% | -7.2% | -5.6% |
| 6M | -4.9% | +9.7% | -14.7% | -7.7% |
| YTD | -1.7% | +4.7% | -6.4% | -3.5% |
| 1Y | -9.4% | +13.8% | -23.1% | -13.7% |
| All | -22.2% | +129.8% | -152.0% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling