+41.8%
AR vs FHN
+126.5%
-84.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.3% |
| 7D | -1.8% | +2.7% | -4.5% | -3.1% |
| 30D | +12.6% | -3.1% | +15.7% | +14.2% |
| 3M | +10.0% | +2.3% | +7.7% | +8.3% |
| 6M | +0.6% | +9.7% | -9.1% | -5.3% |
| YTD | +13.4% | +4.7% | +8.7% | +8.6% |
| 1Y | +21.7% | +13.8% | +8.0% | +10.7% |
| 3Y | +45.8% | +131.6% | -85.7% | -12.6% |
| 5Y | +144.3% | +91.1% | +53.1% | +40.9% |
| 10Y | +41.8% | +126.6% | -84.8% | -30.5% |
| All | +41.8% | +126.5% | -84.7% | -30.5% |
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