-39.6%
ZBRA vs FHN
+88.4%
-128.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -3.4% | -1.2% | -2.2% | -3.0% |
| 30D | -7.4% | -4.8% | -2.6% | -5.9% |
| 3M | +57.5% | -0.7% | +58.2% | +58.1% |
| 6M | +64.0% | +10.6% | +53.4% | +58.8% |
| YTD | +44.3% | +4.6% | +39.7% | +42.3% |
| 1Y | +10.9% | +11.4% | -0.5% | +6.9% |
| 3Y | +37.5% | +132.3% | -94.7% | +13.0% |
| All | -39.6% | +88.4% | -128.0% | -50.5% |
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