+221.5%
ALLE vs FHN
+106.3%
+115.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.6% | +2.1% |
| 7D | -0.6% | -0.5% | -0.2% | -0.5% |
| 30D | +26.6% | +1.9% | +24.7% | +26.0% |
| 3M | +13.2% | -6.9% | +20.1% | +15.5% |
| 6M | +42.9% | -3.1% | +45.9% | +44.1% |
| YTD | +21.0% | +0.6% | +20.5% | +20.5% |
| 1Y | +15.2% | +12.4% | +2.8% | +11.0% |
| 3Y | +95.6% | +133.7% | -38.1% | +48.8% |
| 5Y | +53.4% | +61.4% | -7.9% | +21.7% |
| 10Y | +221.5% | +97.9% | +123.6% | +103.1% |
| All | +221.5% | +106.3% | +115.2% | +103.1% |
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