+145.3%
DAL vs FHN
+125.4%
+19.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +0.1% | +1.2% | -1.1% | -0.5% |
| 30D | -13.9% | -4.7% | -9.2% | -11.7% |
| 3M | +1.1% | +3.5% | -2.5% | -0.8% |
| 6M | +26.2% | +7.8% | +18.4% | +21.4% |
| YTD | +16.4% | +5.9% | +10.5% | +13.2% |
| 1Y | +33.9% | +12.5% | +21.4% | +25.5% |
| 3Y | +93.4% | +117.2% | -23.8% | +28.9% |
| 5Y | +106.4% | +86.5% | +19.8% | +29.8% |
| All | +145.3% | +125.4% | +19.8% | +22.2% |
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