+199.6%
ARM vs FHN
+126.0%
+73.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.9% |
| 7D | +9.1% | +2.1% | +7.0% | +7.8% |
| 30D | -19.9% | +3.8% | -23.7% | -21.6% |
| 3M | -31.6% | -8.9% | -22.7% | -27.9% |
| 6M | -13.9% | +1.8% | -15.7% | -15.4% |
| YTD | +74.3% | +0.6% | +73.7% | +72.1% |
| 1Y | +35.8% | +12.9% | +22.9% | +24.6% |
| 3Y | +268.6% | +126.4% | +142.2% | +112.7% |
| All | +199.6% | +126.0% | +73.6% | +78.3% |
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