+174.6%
ARM vs FHN
+121.3%
+53.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.1% | +4.9% |
| 7D | -15.2% | -1.0% | -14.2% | -14.7% |
| 30D | -40.7% | +0.2% | -40.9% | -40.8% |
| 3M | -39.1% | -9.0% | -30.1% | -35.8% |
| 6M | -26.4% | -6.8% | -19.6% | -23.8% |
| YTD | +59.7% | -1.5% | +61.3% | +59.6% |
| 1Y | +10.3% | +10.9% | -0.6% | +2.3% |
| 3Y | +228.9% | +119.4% | +109.5% | +93.4% |
| All | +174.6% | +121.3% | +53.3% | +65.4% |
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