+15.7%
BABA vs FHN
+94.7%
-79.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.5% |
| 7D | +2.4% | +0.9% | +1.5% | +2.2% |
| 30D | -7.8% | +2.1% | -9.8% | -8.1% |
| 3M | -22.4% | -6.0% | -16.4% | -21.7% |
| 6M | -26.0% | -2.9% | -23.0% | -25.8% |
| YTD | -29.3% | +0.7% | -30.0% | -29.6% |
| 1Y | -37.5% | +11.0% | -48.5% | -38.8% |
| 3Y | +31.9% | +130.3% | -98.4% | +12.9% |
| 5Y | -33.4% | +61.3% | -94.7% | -41.5% |
| 10Y | +15.7% | +89.6% | -73.9% | +8.1% |
| All | +15.7% | +94.7% | -79.0% | +8.1% |
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