-50.4%
COMP vs FHN
+67.1%
-117.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.1% | -7.5% | -7.5% |
| 7D | +7.2% | +0.9% | +6.3% | +6.9% |
| 30D | +6.4% | +2.1% | +4.3% | +5.7% |
| 3M | -19.4% | -6.0% | -13.5% | -17.0% |
| 6M | +14.6% | -2.9% | +17.5% | +16.5% |
| YTD | -5.5% | +0.7% | -6.2% | -4.6% |
| 1Y | +13.7% | +11.0% | +2.6% | +10.2% |
| 3Y | +409.7% | +130.3% | +279.4% | +280.1% |
| 5Y | -17.0% | +61.3% | -78.3% | -31.4% |
| All | -50.4% | +67.1% | -117.5% | -61.0% |
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