+59.6%
DD vs FHN
+90.1%
-30.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.7% |
| 3M | -9.0% | 0.0% | -9.0% | -9.1% |
| 6M | -5.0% | +9.2% | -14.2% | -7.1% |
| YTD | +7.4% | +4.3% | +3.0% | +6.0% |
| 1Y | +35.1% | +10.8% | +24.4% | +31.2% |
| 3Y | +43.2% | +130.7% | -87.5% | +19.4% |
| 5Y | +59.6% | +87.4% | -27.7% | +26.7% |
| All | +59.6% | +90.1% | -30.4% | +26.7% |
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 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