+11.7%
D vs FHN
+61.2%
-49.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -1.4% | +2.1% | -3.5% | -1.5% |
| 30D | +7.7% | +3.8% | +3.9% | +7.4% |
| 3M | -0.3% | -8.9% | +8.7% | +0.4% |
| 6M | +10.1% | +1.8% | +8.2% | +9.9% |
| YTD | +19.1% | +0.6% | +18.5% | +18.9% |
| 1Y | +15.9% | +12.9% | +3.0% | +14.7% |
| 3Y | +75.0% | +126.4% | -51.4% | +63.3% |
| All | +11.7% | +61.2% | -49.5% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling