-32.4%
WY vs FHN
+60.0%
-92.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -5.4% | +1.3% | -6.7% | -5.6% |
| 30D | +7.9% | +2.8% | +5.0% | +7.3% |
| 3M | -16.6% | -8.9% | -7.7% | -15.1% |
| 6M | -11.2% | -0.7% | -10.5% | -11.1% |
| YTD | -11.3% | +0.1% | -11.4% | -11.5% |
| 1Y | -5.5% | +10.4% | -15.9% | -7.4% |
| 3Y | -25.4% | +128.8% | -154.2% | -35.0% |
| 5Y | -32.4% | +61.5% | -93.8% | -40.2% |
| All | -32.4% | +60.0% | -92.3% | -40.2% |
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