+371.6%
ALL vs FHN
+81.8%
+289.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | +5.0% | +2.1% | +2.9% | +4.4% |
| 30D | +13.3% | +3.8% | +9.5% | +12.2% |
| 3M | +3.2% | -8.9% | +12.1% | +5.8% |
| 6M | +25.3% | +1.8% | +23.5% | +24.6% |
| YTD | +30.5% | +0.6% | +29.9% | +29.7% |
| 1Y | +29.2% | +12.9% | +16.3% | +24.3% |
| 3Y | +119.1% | +126.4% | -7.3% | +68.7% |
| 5Y | +162.6% | +62.3% | +100.3% | +108.7% |
| All | +371.6% | +81.8% | +289.8% | +230.8% |
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