+104.3%
DAL vs FHN
+81.8%
+22.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.6% |
| 7D | -1.1% | +2.1% | -3.2% | -2.1% |
| 30D | +12.8% | +3.8% | +9.0% | +10.8% |
| 3M | -5.3% | -8.9% | +3.7% | -0.3% |
| 6M | +22.4% | +1.8% | +20.5% | +21.4% |
| YTD | +25.6% | +0.6% | +25.0% | +25.6% |
| 1Y | +45.5% | +12.9% | +32.6% | +37.0% |
| 3Y | +161.0% | +126.4% | +34.6% | +71.2% |
| 5Y | +112.2% | +62.3% | +49.9% | +45.2% |
| All | +104.3% | +81.8% | +22.5% | +14.9% |
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