+122.8%
DAL vs FHN
+109.0%
+13.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +8.8% | -1.0% | +9.8% | +9.5% |
| 30D | +5.4% | +0.2% | +5.2% | +5.4% |
| 3M | -4.9% | -9.0% | +4.1% | 0.0% |
| 6M | +19.8% | -6.8% | +26.7% | +24.5% |
| YTD | +27.0% | -1.5% | +28.5% | +28.4% |
| 1Y | +52.5% | +10.9% | +41.5% | +44.9% |
| 3Y | +173.8% | +119.4% | +54.5% | +82.8% |
| 5Y | +104.5% | +57.5% | +47.0% | +42.5% |
| All | +122.8% | +109.0% | +13.8% | +24.7% |
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