+312.3%
A vs FHN
+90.7%
+221.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | +3.3% | +2.0% | +1.2% | +2.8% |
| 3M | +18.5% | -6.8% | +25.4% | +20.2% |
| 6M | +59.3% | -0.8% | +60.1% | +59.2% |
| YTD | +31.0% | +0.6% | +30.4% | +30.4% |
| 1Y | +19.3% | +11.5% | +7.8% | +16.1% |
| 3Y | +66.8% | +130.0% | -63.2% | +38.5% |
| 5Y | +15.5% | +60.8% | -45.3% | -1.2% |
| 10Y | +312.3% | +84.0% | +228.4% | +235.5% |
| All | +312.3% | +90.7% | +221.7% | +235.5% |
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 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