+114.2%
DAL vs FHN
+63.2%
+50.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.1% | +4.4% |
| 7D | +10.0% | -0.5% | +10.5% | +10.4% |
| 30D | +12.0% | +1.9% | +10.1% | +11.3% |
| 3M | +0.8% | -6.9% | +7.7% | +3.9% |
| 6M | +26.2% | -3.1% | +29.3% | +28.0% |
| YTD | +33.7% | +0.6% | +33.1% | +33.9% |
| 1Y | +57.6% | +12.4% | +45.2% | +51.3% |
| 3Y | +183.5% | +133.7% | +49.8% | +123.7% |
| 5Y | +114.2% | +61.4% | +52.8% | +75.8% |
| All | +114.2% | +63.2% | +50.9% | +75.8% |
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