+24.7%
Z vs FHN
+124.9%
-100.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -3.0% | +1.2% | -4.2% | -3.3% |
| 30D | -4.2% | -4.7% | +0.5% | -2.8% |
| 3M | -3.7% | +3.5% | -7.3% | -4.8% |
| 6M | -24.5% | +7.8% | -32.3% | -26.3% |
| YTD | -49.3% | +5.9% | -55.2% | -50.2% |
| 1Y | -58.7% | +12.5% | -71.2% | -60.3% |
| 3Y | -34.1% | +117.2% | -151.3% | -48.4% |
| 5Y | -64.5% | +86.5% | -151.1% | -73.2% |
| 10Y | -0.5% | +125.7% | -126.2% | -39.9% |
| All | +24.7% | +124.9% | -100.2% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling