+748.4%
ASX vs FHN
+109.0%
+639.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.8% | +6.5% |
| 7D | -19.9% | -1.0% | -18.9% | -19.6% |
| 30D | -30.9% | +0.2% | -31.1% | -30.9% |
| 3M | -15.1% | -9.0% | -6.1% | -13.1% |
| 6M | -6.5% | -6.8% | +0.4% | -5.0% |
| YTD | +98.4% | -1.5% | +99.9% | +98.7% |
| 1Y | +107.9% | +10.9% | +96.9% | +102.1% |
| 3Y | +325.3% | +119.4% | +205.9% | +249.7% |
| 5Y | +447.3% | +57.5% | +389.8% | +359.0% |
| All | +748.4% | +109.0% | +639.4% | +560.6% |
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