-8.6%
Z vs FHN
+120.5%
-129.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.8% | +8.7% |
| 7D | +10.2% | +2.3% | +7.9% | +9.2% |
| 30D | +23.7% | +1.6% | +22.1% | +23.1% |
| 3M | -6.6% | -8.4% | +1.8% | -3.1% |
| 6M | -23.0% | -2.3% | -20.7% | -22.3% |
| YTD | -50.3% | +1.5% | -51.8% | -50.6% |
| 1Y | -53.6% | +15.0% | -68.6% | -56.1% |
| All | -8.6% | +120.5% | -129.2% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling