-48.7%
Z vs FHN
+61.6%
-110.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.8% | +9.1% |
| 7D | +10.2% | +2.3% | +7.9% | +9.7% |
| 30D | +23.7% | +1.6% | +22.1% | +23.4% |
| 3M | -6.6% | -8.4% | +1.8% | -4.8% |
| 6M | -23.0% | -2.3% | -20.7% | -22.6% |
| YTD | -50.3% | +1.5% | -51.8% | -50.4% |
| 1Y | -53.6% | +15.0% | -68.6% | -54.8% |
| 3Y | -10.1% | +120.9% | -130.9% | -20.3% |
| All | -48.7% | +61.6% | -110.3% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling