-8.5%
DASH vs FHN
+10.6%
-19.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.4% | -1.0% | +1.4% | +1.2% |
| 30D | -6.0% | +0.2% | -6.3% | -5.7% |
| 3M | -15.8% | -9.0% | -6.8% | -12.7% |
| 6M | +7.0% | -6.8% | +13.8% | +9.2% |
| YTD | -20.7% | -1.5% | -19.2% | -19.4% |
| 1Y | -8.5% | +10.9% | -19.5% | -4.7% |
| All | -8.5% | +10.6% | -19.2% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling