-29.5%
ZBH vs FHN
+90.1%
-119.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -4.9% | 0.0% | -5.0% | -4.9% |
| 30D | -3.2% | -2.6% | -0.7% | -2.9% |
| 3M | +5.8% | 0.0% | +5.8% | +5.8% |
| 6M | +2.0% | +9.2% | -7.3% | +0.8% |
| YTD | +5.8% | +4.3% | +1.4% | +5.1% |
| 1Y | -7.9% | +10.8% | -18.7% | -9.4% |
| 3Y | -19.4% | +130.7% | -150.1% | -28.8% |
| 5Y | -29.5% | +87.4% | -116.9% | -40.0% |
| All | -29.5% | +90.1% | -119.6% | -40.0% |
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