+414.4%
ZBRA vs FHN
+129.4%
+284.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | -3.8% | -0.8% | -3.0% | -3.5% |
| 30D | -10.2% | -2.6% | -7.6% | -9.3% |
| 3M | +58.7% | +0.8% | +57.8% | +58.4% |
| 6M | +61.9% | +9.2% | +52.7% | +57.1% |
| YTD | +41.7% | +5.1% | +36.6% | +39.3% |
| 1Y | +12.4% | +12.2% | +0.1% | +7.7% |
| 3Y | +34.2% | +132.4% | -98.2% | +2.3% |
| 5Y | -40.8% | +91.1% | -131.8% | -55.5% |
| All | +414.4% | +129.4% | +284.9% | +222.1% |
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 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