-19.4%
WY vs FHN
+86.3%
-105.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -9.9% | -2.6% | -7.3% | -9.4% |
| 3M | -7.5% | 0.0% | -7.5% | -7.6% |
| 6M | -5.1% | +9.2% | -14.4% | -6.8% |
| YTD | -2.1% | +4.3% | -6.4% | -3.1% |
| 1Y | -7.3% | +10.8% | -18.1% | -9.6% |
| 3Y | -22.6% | +130.7% | -153.4% | -33.7% |
| All | -19.4% | +86.3% | -105.7% | -34.3% |
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