+119.1%
DAL vs FHN
+60.9%
+58.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +10.7% | +0.9% | +9.8% | +10.4% |
| 30D | +12.5% | +2.1% | +10.4% | +11.7% |
| 3M | +3.6% | -6.0% | +9.6% | +6.4% |
| 6M | +26.7% | -2.9% | +29.7% | +28.5% |
| YTD | +34.3% | +0.7% | +33.6% | +34.4% |
| 1Y | +59.1% | +11.0% | +48.1% | +53.5% |
| 3Y | +179.9% | +130.3% | +49.6% | +121.5% |
| 5Y | +119.1% | +61.3% | +57.9% | +80.3% |
| All | +119.1% | +60.9% | +58.2% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling