-8.7%
ZBH vs FHN
+11.4%
-20.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -6.6% | -0.8% | -5.7% | -6.4% |
| 30D | -4.9% | -2.6% | -2.3% | -4.5% |
| 3M | +5.1% | +0.8% | +4.3% | +5.0% |
| 6M | +1.3% | +9.2% | -7.9% | +0.3% |
| YTD | +3.4% | +5.1% | -1.8% | +2.4% |
| 1Y | -8.7% | +12.2% | -20.9% | -9.7% |
| All | -8.7% | +11.4% | -20.1% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling