+2,371.3%
D vs FHN
+1,690.1%
+681.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | +11.5% | +0.2% | +11.3% | +11.5% |
| 3M | +3.7% | -9.0% | +12.7% | +5.0% |
| 6M | +13.5% | -6.8% | +20.4% | +14.5% |
| YTD | +20.7% | -1.5% | +22.2% | +20.7% |
| 1Y | +18.2% | +10.9% | +7.3% | +16.4% |
| 3Y | +73.3% | +119.4% | -46.1% | +54.3% |
| 5Y | +12.3% | +57.5% | -45.3% | +1.5% |
| 10Y | +43.4% | +114.1% | -70.7% | +18.0% |
| All | +2,371.3% | +1,690.1% | +681.2% | +1,454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling