+1,111.5%
DD vs FHN
+1,728.2%
-616.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.1% | +3.8% | +5.2% |
| 7D | +9.8% | -0.5% | +10.3% | +10.0% |
| 30D | +19.3% | +1.9% | +17.4% | +18.6% |
| 3M | +9.4% | -6.9% | +16.3% | +11.8% |
| 6M | +4.8% | -3.1% | +7.9% | +5.7% |
| YTD | +30.2% | +0.6% | +29.7% | +29.7% |
| 1Y | +32.2% | +12.4% | +19.9% | +27.0% |
| 3Y | +93.1% | +133.7% | -40.6% | +44.0% |
| 5Y | +68.0% | +61.4% | +6.6% | +32.0% |
| 10Y | +98.5% | +97.9% | +0.6% | +38.2% |
| All | +1,111.5% | +1,728.2% | -616.7% | +328.2% |
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