+168.1%
DAL vs FHN
+114.8%
+53.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -2.5% |
| 7D | +4.6% | -2.3% | +6.8% | +6.4% |
| 30D | +2.3% | -0.9% | +3.3% | +3.1% |
| 3M | -8.1% | -11.0% | +2.9% | -0.4% |
| 6M | +21.4% | -5.4% | +26.8% | +26.1% |
| YTD | +24.3% | -1.2% | +25.5% | +25.5% |
| 1Y | +47.4% | +10.5% | +36.9% | +38.4% |
| All | +168.1% | +114.8% | +53.3% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling