+4,173.9%
YUM vs FHN
+97.6%
+4,076.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -1.7% | +2.7% | -4.3% | -2.2% |
| 30D | -0.8% | -3.1% | +2.3% | -0.2% |
| 3M | +1.5% | +2.3% | -0.9% | +0.9% |
| 6M | -6.1% | +9.7% | -15.8% | -8.2% |
| YTD | -0.2% | +4.7% | -5.0% | -1.6% |
| 1Y | +2.5% | +13.8% | -11.3% | -1.2% |
| 3Y | +24.6% | +131.6% | -107.0% | -0.3% |
| 5Y | +25.7% | +91.1% | -65.5% | -0.4% |
| 10Y | +179.7% | +126.6% | +53.0% | +96.9% |
| All | +4,173.9% | +97.6% | +4,076.3% | +2,235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling