-15.6%
Z vs FHN
+81.8%
-97.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +0.8% | +2.1% | -1.3% | +0.2% |
| 30D | +5.2% | +3.8% | +1.4% | +4.3% |
| 3M | -17.0% | -8.9% | -8.1% | -14.6% |
| 6M | -22.7% | +1.8% | -24.5% | -23.0% |
| YTD | -56.3% | +0.6% | -56.9% | -56.3% |
| 1Y | -57.7% | +12.9% | -70.6% | -59.1% |
| 3Y | -16.5% | +126.4% | -142.9% | -34.7% |
| 5Y | -53.4% | +62.3% | -115.7% | -62.6% |
| All | -15.6% | +81.8% | -97.5% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling