+575.8%
WY vs FHN
+1,718.9%
-1,143.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -5.4% | +1.3% | -6.7% | -5.8% |
| 30D | +7.9% | +2.8% | +5.0% | +6.9% |
| 3M | -16.6% | -8.9% | -7.7% | -14.1% |
| 6M | -11.2% | -0.7% | -10.5% | -11.1% |
| YTD | -11.3% | +0.1% | -11.4% | -11.7% |
| 1Y | -5.5% | +10.4% | -15.9% | -9.0% |
| 3Y | -25.4% | +128.8% | -154.2% | -45.3% |
| 5Y | -32.4% | +61.5% | -93.8% | -48.4% |
| 10Y | +3.8% | +83.0% | -79.3% | -28.4% |
| All | +575.8% | +1,718.9% | -1,143.1% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling