-59.1%
Z vs FHN
+10.6%
-69.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | -4.6% | -1.0% | -3.6% | -3.5% |
| 30D | +8.3% | +0.2% | +8.1% | +8.9% |
| 3M | -11.6% | -9.0% | -2.6% | -7.3% |
| 6M | -33.6% | -6.8% | -26.8% | -31.2% |
| YTD | -56.7% | -1.5% | -55.2% | -55.8% |
| 1Y | -59.1% | +10.9% | -70.1% | -62.0% |
| All | -59.1% | +10.6% | -69.8% | -62.0% |
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