-18.3%
ZBH vs FHN
+129.4%
-147.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -6.6% | -0.8% | -5.7% | -6.3% |
| 30D | -4.9% | -2.6% | -2.3% | -4.3% |
| 3M | +5.1% | +0.8% | +4.3% | +4.8% |
| 6M | +1.3% | +9.2% | -7.9% | -1.2% |
| YTD | +3.4% | +5.1% | -1.8% | +1.6% |
| 1Y | -8.7% | +12.2% | -20.9% | -12.1% |
| 3Y | -21.2% | +132.4% | -153.6% | -40.3% |
| 5Y | -29.2% | +91.1% | -120.3% | -47.5% |
| All | -18.3% | +129.4% | -147.7% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling