+22.2%
Z vs FHN
+115.5%
-93.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.8% | +8.9% |
| 7D | +10.2% | +2.3% | +7.9% | +9.5% |
| 30D | +23.7% | +1.6% | +22.1% | +23.3% |
| 3M | -6.6% | -8.4% | +1.8% | -4.0% |
| 6M | -23.0% | -2.3% | -20.7% | -22.5% |
| YTD | -50.3% | +1.5% | -51.8% | -50.5% |
| 1Y | -53.6% | +15.0% | -68.6% | -55.5% |
| 3Y | -10.1% | +120.9% | -130.9% | -29.6% |
| 5Y | -49.8% | +64.0% | -113.8% | -60.1% |
| 10Y | -1.6% | +120.6% | -122.2% | -40.1% |
| All | +22.2% | +115.5% | -93.3% | -28.1% |
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