+35.1%
DD vs FHN
+13.3%
+21.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -9.2% | -2.6% | -6.7% | -8.4% |
| 3M | -9.0% | 0.0% | -9.0% | -9.1% |
| 6M | -5.0% | +9.2% | -14.2% | -8.1% |
| YTD | +7.4% | +4.3% | +3.0% | +4.7% |
| 1Y | +35.1% | +10.8% | +24.4% | +29.7% |
| All | +35.1% | +13.3% | +21.8% | +29.7% |
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