-58.0%
Z vs FHN
+11.9%
-69.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +2.4% |
| 7D | -5.2% | -0.5% | -4.7% | -4.6% |
| 30D | +5.7% | +1.9% | +3.8% | +5.0% |
| 3M | -8.7% | -6.9% | -1.8% | -5.7% |
| 6M | -26.0% | -3.1% | -22.9% | -25.1% |
| YTD | -55.0% | +0.6% | -55.6% | -54.7% |
| All | -58.0% | +11.9% | -69.9% | -60.8% |
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