-5.1%
DASH vs FHN
+115.5%
-120.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.6% | -6.8% | -8.7% |
| 7D | +0.5% | -2.3% | +2.8% | +1.3% |
| 30D | -7.1% | -0.9% | -6.1% | -6.7% |
| 3M | -13.2% | -11.0% | -2.2% | -10.4% |
| 6M | +8.3% | -5.4% | +13.7% | +9.9% |
| YTD | -20.6% | -1.2% | -19.4% | -20.3% |
| 1Y | -24.4% | +10.5% | -34.9% | -26.4% |
| 3Y | +94.5% | +115.1% | -20.6% | +62.0% |
| 5Y | -9.4% | +58.1% | -67.5% | -21.1% |
| All | -5.1% | +115.5% | -120.5% | -22.1% |
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