+955.2%
APH vs FHN
+94.7%
+860.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -5.0% | +0.9% | -5.9% | -5.2% |
| 30D | -8.4% | +2.1% | -10.4% | -8.9% |
| 3M | -4.5% | -6.0% | +1.5% | -2.9% |
| 6M | +25.3% | -2.9% | +28.2% | +26.2% |
| YTD | +18.9% | +0.7% | +18.2% | +18.4% |
| 1Y | +11.9% | +11.0% | +0.9% | +8.3% |
| 3Y | +278.0% | +130.3% | +147.7% | +194.0% |
| 5Y | +306.4% | +61.3% | +245.1% | +226.8% |
| 10Y | +955.2% | +89.6% | +865.6% | +658.9% |
| All | +955.2% | +94.7% | +860.5% | +658.9% |
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