+1,644.6%
ASML vs FHN
+125.4%
+1,519.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | +2.2% | -4.7% | +6.9% | +3.5% |
| 3M | -2.3% | +3.5% | -5.8% | -3.4% |
| 6M | +23.0% | +7.8% | +15.2% | +20.5% |
| YTD | +61.1% | +5.9% | +55.2% | +58.4% |
| 1Y | +129.1% | +12.5% | +116.6% | +120.9% |
| 3Y | +165.4% | +117.2% | +48.1% | +113.0% |
| 5Y | +109.5% | +86.5% | +22.9% | +64.1% |
| All | +1,644.6% | +125.4% | +1,519.1% | +1,091.1% |
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