+7.4%
DASH vs FHN
+86.2%
-78.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | +1.2% | -11.7% | -10.8% |
| 30D | +2.2% | -4.7% | +6.9% | +3.4% |
| 3M | +32.3% | +3.5% | +28.7% | +30.8% |
| 6M | +19.1% | +7.8% | +11.3% | +16.4% |
| YTD | -6.5% | +5.9% | -12.4% | -8.1% |
| 1Y | -14.9% | +12.5% | -27.4% | -17.9% |
| 3Y | +151.9% | +117.2% | +34.7% | +108.4% |
| All | +7.4% | +86.2% | -78.8% | -7.9% |
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