+64.8%
XYZ vs FHN
+131.2%
-66.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.2% | -0.9% | -1.3% | -1.6% |
| 30D | +11.6% | +2.0% | +9.5% | +10.4% |
| 3M | +8.4% | -6.8% | +15.2% | +13.3% |
| 6M | +17.2% | -0.8% | +17.9% | +17.5% |
| YTD | +31.7% | +0.6% | +31.1% | +30.0% |
| 1Y | +30.1% | +11.5% | +18.5% | +20.1% |
| All | +64.8% | +131.2% | -66.4% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling