+136.1%
AWK vs FHN
+125.8%
+10.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +4.3% | -2.6% | +6.9% | +4.5% |
| 3M | +12.5% | 0.0% | +12.5% | +12.5% |
| 6M | +3.3% | +9.2% | -5.9% | +2.5% |
| YTD | +9.8% | +4.3% | +5.4% | +9.2% |
| 1Y | +2.9% | +10.8% | -7.9% | +1.7% |
| 3Y | +9.6% | +130.7% | -121.1% | -0.9% |
| 5Y | -16.7% | +87.4% | -104.0% | -25.1% |
| 10Y | +136.1% | +126.9% | +9.2% | +85.1% |
| All | +136.1% | +125.8% | +10.3% | +85.1% |
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