-21.0%
Z vs FHN
+132.8%
-153.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.6% |
| 7D | -6.5% | +0.9% | -7.4% | -6.6% |
| 30D | -0.1% | +2.1% | -2.2% | -0.7% |
| 3M | -14.1% | -6.0% | -8.2% | -11.8% |
| 6M | -30.1% | -2.9% | -27.1% | -29.1% |
| YTD | -57.5% | +0.7% | -58.2% | -57.6% |
| 1Y | -60.3% | +11.0% | -71.3% | -61.9% |
| 3Y | -21.0% | +130.3% | -151.3% | -52.3% |
| All | -21.0% | +132.8% | -153.8% | -52.3% |
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 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