+185.4%
ARM vs FHN
+126.3%
+59.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -10.4% | +0.9% | -11.3% | -10.7% |
| 30D | -31.8% | +2.1% | -33.9% | -32.6% |
| 3M | -32.2% | -6.0% | -26.3% | -29.9% |
| 6M | -14.9% | -2.9% | -12.0% | -14.0% |
| YTD | +66.0% | +0.7% | +65.3% | +63.9% |
| 1Y | +17.2% | +11.0% | +6.2% | +8.8% |
| 3Y | +247.2% | +130.3% | +116.9% | +97.8% |
| All | +185.4% | +126.3% | +59.1% | +69.8% |
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