+356.1%
ALL vs FHN
+126.5%
+229.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -1.7% | +2.7% | -4.4% | -2.4% |
| 30D | -4.7% | -3.1% | -1.6% | -3.9% |
| 3M | +18.4% | +2.3% | +16.0% | +17.5% |
| 6M | +20.5% | +9.7% | +10.8% | +17.3% |
| YTD | +23.5% | +4.7% | +18.8% | +21.4% |
| 1Y | +29.0% | +13.8% | +15.2% | +23.6% |
| 3Y | +153.7% | +131.6% | +22.1% | +94.1% |
| 5Y | +114.8% | +91.1% | +23.7% | +61.5% |
| 10Y | +356.1% | +126.6% | +229.5% | +203.2% |
| All | +356.1% | +126.5% | +229.6% | +203.2% |
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