+1,207.8%
AAPL vs FHN
+127.8%
+1,080.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +2.3% | -2.6% | +4.9% | +2.8% |
| 3M | +8.6% | 0.0% | +8.6% | +8.4% |
| 6M | +21.6% | +9.2% | +12.3% | +19.1% |
| YTD | +16.3% | +4.3% | +12.0% | +14.9% |
| 1Y | +35.1% | +10.8% | +24.3% | +31.4% |
| 3Y | +79.4% | +130.7% | -51.3% | +49.2% |
| 5Y | +109.8% | +87.4% | +22.5% | +73.8% |
| All | +1,207.8% | +127.8% | +1,080.0% | +919.4% |
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