+368.4%
ALL vs FHN
+94.7%
+273.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | +13.8% | +2.1% | +11.7% | +13.2% |
| 3M | -2.8% | -6.0% | +3.2% | -1.1% |
| 6M | +23.7% | -2.9% | +26.6% | +24.5% |
| YTD | +27.3% | +0.7% | +26.6% | +26.5% |
| 1Y | +30.5% | +11.0% | +19.5% | +26.1% |
| 3Y | +113.0% | +130.3% | -17.3% | +63.2% |
| 5Y | +157.6% | +61.3% | +96.3% | +105.2% |
| 10Y | +368.4% | +89.6% | +278.8% | +224.4% |
| All | +368.4% | +94.7% | +273.6% | +224.4% |
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