+284.4%
ZBH vs FHN
+62.9%
+221.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.8% | +1.2% | -4.0% | -3.1% |
| 30D | -0.1% | -4.7% | +4.6% | +1.0% |
| 3M | +13.4% | +3.5% | +9.9% | +12.5% |
| 6M | +3.0% | +7.8% | -4.8% | +1.1% |
| YTD | +9.7% | +5.9% | +3.8% | +7.9% |
| 1Y | -5.4% | +12.5% | -17.9% | -8.5% |
| 3Y | -15.6% | +117.2% | -132.8% | -31.5% |
| 5Y | -28.1% | +86.5% | -114.7% | -42.4% |
| 10Y | -15.2% | +125.7% | -141.0% | -39.0% |
| All | +284.4% | +62.9% | +221.6% | +156.7% |
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