+20.7%
XYZ vs FHN
+14.6%
+6.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.7% | +13.6% | +14.4% |
| 7D | +16.5% | +2.3% | +14.2% | +15.2% |
| 30D | +15.0% | +1.6% | +13.3% | +14.0% |
| 3M | +3.5% | -8.4% | +11.9% | +8.0% |
| 6M | +21.9% | -2.3% | +24.2% | +22.6% |
| YTD | +34.6% | +1.5% | +33.1% | +28.0% |
| 1Y | +20.7% | +15.0% | +5.7% | -1.6% |
| All | +20.7% | +14.6% | +6.2% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling