+215.3%
ALLE vs FHN
+81.8%
+133.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +3.6% | +2.1% | +1.4% | +2.9% |
| 30D | +25.9% | +3.8% | +22.1% | +24.6% |
| 3M | +15.8% | -8.9% | +24.7% | +18.9% |
| 6M | +48.1% | +1.8% | +46.3% | +47.2% |
| YTD | +22.0% | +0.6% | +21.4% | +21.5% |
| 1Y | +18.0% | +12.9% | +5.1% | +13.7% |
| 3Y | +93.1% | +126.4% | -33.3% | +48.3% |
| 5Y | +52.1% | +62.3% | -10.2% | +20.4% |
| All | +215.3% | +81.8% | +133.4% | +111.9% |
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