+1,395.4%
ASML vs FHN
+109.0%
+1,286.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.4% | +5.1% |
| 7D | -9.0% | -1.0% | -8.0% | -8.8% |
| 30D | -21.0% | +0.2% | -21.2% | -21.0% |
| 3M | -16.3% | -9.0% | -7.3% | -14.2% |
| 6M | -7.5% | -6.8% | -0.7% | -6.0% |
| YTD | +34.0% | -1.5% | +35.5% | +34.2% |
| 1Y | +39.3% | +10.9% | +28.3% | +35.2% |
| 3Y | +128.9% | +119.4% | +9.5% | +83.8% |
| 5Y | +76.1% | +57.5% | +18.5% | +45.4% |
| All | +1,395.4% | +109.0% | +1,286.4% | +1,030.7% |
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