+381.8%
DAL vs FHN
0.0%
+381.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.0% |
| 7D | +4.6% | -2.3% | +6.8% | +5.9% |
| 30D | +2.3% | -0.9% | +3.3% | +2.9% |
| 3M | -8.1% | -11.0% | +2.9% | -2.3% |
| 6M | +21.4% | -5.4% | +26.8% | +25.1% |
| YTD | +24.3% | -1.2% | +25.5% | +25.4% |
| 1Y | +47.4% | +10.5% | +36.9% | +40.5% |
| 3Y | +164.6% | +115.1% | +49.5% | +77.7% |
| 5Y | +100.2% | +58.1% | +42.1% | +40.0% |
| 10Y | +124.9% | +114.9% | +10.0% | +24.8% |
| All | +381.8% | 0.0% | +381.8% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling