-11.3%
DASH vs FHN
+11.9%
-23.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.3% |
| 7D | -4.8% | -0.5% | -4.3% | -4.4% |
| 30D | -7.9% | +1.9% | -9.9% | -8.4% |
| 3M | -16.3% | -6.9% | -9.4% | -14.2% |
| 6M | +10.4% | -3.1% | +13.5% | +10.7% |
| YTD | -20.1% | +0.6% | -20.7% | -19.6% |
| All | -11.3% | +11.9% | -23.2% | -8.4% |
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