+660.3%
WY vs FHN
+1,824.4%
-1,164.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | -10.1% | -4.7% | -5.4% | -8.8% |
| 3M | -5.1% | +3.5% | -8.7% | -6.3% |
| 6M | -4.8% | +7.8% | -12.6% | -7.3% |
| YTD | -0.2% | +5.9% | -6.1% | -2.5% |
| 1Y | -6.6% | +12.5% | -19.1% | -11.0% |
| 3Y | -22.7% | +117.2% | -139.9% | -42.4% |
| 5Y | -22.2% | +86.5% | -108.8% | -43.6% |
| 10Y | +7.3% | +125.7% | -118.4% | -30.9% |
| All | +660.3% | +1,824.4% | -1,164.1% | +175.7% |
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