-46.5%
COMP vs FHN
+66.9%
-113.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +4.7% |
| 7D | +14.5% | -0.5% | +15.0% | +14.9% |
| 30D | +14.9% | +1.9% | +13.0% | +14.3% |
| 3M | -14.2% | -6.9% | -7.3% | -11.3% |
| 6M | +23.7% | -3.1% | +26.8% | +25.9% |
| YTD | +2.1% | +0.6% | +1.5% | +3.1% |
| 1Y | +26.2% | +12.4% | +13.8% | +21.8% |
| 3Y | +470.9% | +133.7% | +337.2% | +324.0% |
| 5Y | -14.0% | +61.4% | -75.4% | -28.9% |
| All | -46.5% | +66.9% | -113.3% | -57.9% |
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