+48.3%
D vs FHN
+94.7%
-46.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | +0.9% | +1.5% | +2.3% |
| 30D | +10.9% | +2.1% | +8.8% | +10.6% |
| 3M | +2.8% | -6.0% | +8.8% | +3.7% |
| 6M | +12.7% | -2.9% | +15.6% | +13.1% |
| YTD | +20.3% | +0.7% | +19.6% | +20.0% |
| 1Y | +17.1% | +11.0% | +6.1% | +15.1% |
| 3Y | +75.1% | +130.3% | -55.1% | +53.1% |
| 5Y | +13.1% | +61.3% | -48.1% | +0.6% |
| 10Y | +48.3% | +89.6% | -41.3% | +19.4% |
| All | +48.3% | +94.7% | -46.5% | +19.4% |
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