+927.6%
DD vs FHN
+1,824.4%
-896.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -3.5% | +1.2% | -4.7% | -3.9% |
| 30D | -10.3% | -4.7% | -5.6% | -9.0% |
| 3M | -7.5% | +3.5% | -11.1% | -8.7% |
| 6M | -8.0% | +7.8% | -15.8% | -10.2% |
| YTD | +10.5% | +5.9% | +4.6% | +8.2% |
| 1Y | +38.3% | +12.5% | +25.8% | +32.4% |
| 3Y | +42.5% | +117.2% | -74.7% | +8.5% |
| 5Y | +60.2% | +86.5% | -26.4% | +20.0% |
| 10Y | +68.9% | +125.7% | -56.9% | +12.8% |
| All | +927.6% | +1,824.4% | -896.8% | +257.4% |
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