+28.5%
DD vs FHN
+11.9%
+16.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +5.0% | +2.1% | +2.8% | +4.0% |
| 30D | +19.7% | +3.8% | +15.9% | +17.7% |
| 3M | +7.2% | -8.9% | +16.1% | +11.6% |
| 6M | +1.0% | +1.8% | -0.8% | -0.3% |
| YTD | +29.1% | +0.6% | +28.5% | +25.2% |
| 1Y | +28.5% | +12.9% | +15.5% | +19.5% |
| All | +28.5% | +11.9% | +16.6% | +19.5% |
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