+193.4%
B vs FHN
+126.5%
+66.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +2.3% | +2.7% | -0.3% | +2.3% |
| 30D | +1.4% | -3.1% | +4.5% | +1.4% |
| 3M | +12.2% | +2.3% | +9.8% | +12.2% |
| 6M | -2.1% | +9.7% | -11.9% | -2.2% |
| YTD | +2.9% | +4.7% | -1.8% | +2.9% |
| 1Y | +55.3% | +13.8% | +41.5% | +55.2% |
| 3Y | +198.7% | +131.6% | +67.1% | +198.8% |
| 5Y | +153.8% | +91.1% | +62.6% | +152.1% |
| 10Y | +193.4% | +126.6% | +66.8% | +165.3% |
| All | +193.4% | +126.5% | +66.9% | +165.3% |
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