-58.5%
Z vs FHN
+12.2%
-70.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -2.6% | -8.0% | -9.0% |
| 7D | -2.3% | -2.3% | 0.0% | -0.6% |
| 30D | +9.4% | -0.9% | +10.3% | +10.5% |
| 3M | -16.1% | -11.0% | -5.1% | -10.9% |
| 6M | -30.4% | -5.4% | -25.0% | -28.5% |
| YTD | -55.6% | -1.2% | -54.4% | -54.8% |
| 1Y | -58.5% | +10.5% | -69.0% | -61.3% |
| All | -58.5% | +12.2% | -70.7% | -61.3% |
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