+35.8%
XYZ vs FHN
+11.9%
+23.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | -1.1% | +2.1% | -3.2% | -2.2% |
| 30D | +11.5% | +3.8% | +7.7% | +9.6% |
| 3M | +1.8% | -8.9% | +10.7% | +6.4% |
| 6M | +21.2% | +1.8% | +19.4% | +19.6% |
| YTD | +29.9% | +0.6% | +29.4% | +24.8% |
| 1Y | +35.8% | +12.9% | +22.8% | +16.9% |
| All | +35.8% | +11.9% | +23.9% | +16.9% |
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