-3.7%
YUM vs FHN
+11.5%
-15.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -6.1% | -1.2% | -4.9% | -6.0% |
| 30D | -5.8% | -4.8% | -1.0% | -5.5% |
| 3M | -7.6% | -0.7% | -6.9% | -7.6% |
| 6M | -9.1% | +10.6% | -19.8% | -9.7% |
| YTD | -5.5% | +4.6% | -10.1% | -6.1% |
| 1Y | -3.7% | +11.4% | -15.1% | -3.6% |
| All | -3.7% | +11.5% | -15.2% | -3.6% |
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