+208.8%
ALLE vs FHN
+94.7%
+114.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +25.9% | +2.1% | +23.8% | +25.3% |
| 3M | +14.9% | -6.0% | +20.9% | +16.9% |
| 6M | +42.1% | -2.9% | +45.0% | +43.3% |
| YTD | +20.4% | +0.7% | +19.7% | +19.8% |
| 1Y | +14.9% | +11.0% | +3.8% | +11.1% |
| 3Y | +90.1% | +130.3% | -40.2% | +45.3% |
| 5Y | +53.0% | +61.3% | -8.3% | +21.4% |
| 10Y | +208.8% | +89.6% | +119.2% | +107.4% |
| All | +208.8% | +94.7% | +114.1% | +107.4% |
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