+314.7%
A vs FHN
+81.8%
+232.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.5% | +2.1% | -2.6% | -0.9% |
| 30D | 0.0% | +3.8% | -3.8% | -0.8% |
| 3M | +16.7% | -8.9% | +25.6% | +18.9% |
| 6M | +54.8% | +1.8% | +53.0% | +53.9% |
| YTD | +28.8% | +0.6% | +28.2% | +28.2% |
| 1Y | +19.3% | +12.9% | +6.4% | +15.8% |
| 3Y | +65.5% | +126.4% | -60.8% | +37.8% |
| 5Y | +12.1% | +62.3% | -50.2% | -4.4% |
| All | +314.7% | +81.8% | +232.8% | +236.4% |
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