+20.0%
YUM vs FHN
+87.1%
-67.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -6.1% | -1.9% | -4.2% | -5.9% |
| 30D | -5.8% | -5.4% | -0.4% | -5.4% |
| 3M | -7.6% | -1.4% | -6.2% | -7.5% |
| 6M | -9.1% | +9.9% | -19.0% | -9.8% |
| YTD | -5.5% | +3.9% | -9.4% | -5.9% |
| 1Y | -3.7% | +10.6% | -14.3% | -4.7% |
| 3Y | +17.8% | +130.7% | -112.9% | +9.2% |
| All | +20.0% | +87.1% | -67.1% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling