+363.8%
ALL vs FHN
+106.3%
+257.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.0% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | +10.6% | +1.9% | +8.7% | +10.0% |
| 3M | -4.6% | -6.9% | +2.4% | -2.7% |
| 6M | +20.2% | -3.1% | +23.3% | +21.0% |
| YTD | +23.7% | +0.6% | +23.1% | +23.0% |
| 1Y | +27.9% | +12.4% | +15.5% | +23.2% |
| 3Y | +109.2% | +133.7% | -24.6% | +59.5% |
| 5Y | +148.0% | +61.4% | +86.6% | +97.5% |
| 10Y | +363.8% | +97.9% | +265.9% | +211.3% |
| All | +363.8% | +106.3% | +257.5% | +211.3% |
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