-4.5%
DASH vs FHN
+119.3%
-123.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.6% |
| 30D | -7.9% | +1.9% | -9.9% | -8.3% |
| 3M | -16.3% | -6.9% | -9.4% | -14.6% |
| 6M | +10.4% | -3.1% | +13.5% | +11.3% |
| YTD | -20.1% | +0.6% | -20.7% | -20.3% |
| 1Y | -11.4% | +12.4% | -23.8% | -14.2% |
| 3Y | +114.1% | +133.7% | -19.6% | +75.1% |
| 5Y | -5.8% | +61.4% | -67.1% | -18.4% |
| All | -4.5% | +119.3% | -123.8% | -22.0% |
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