+1,125.1%
DD vs FHN
+1,730.5%
-605.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | +20.7% | +2.1% | +18.6% | +19.9% |
| 3M | +11.3% | -6.0% | +17.3% | +13.4% |
| 6M | +6.0% | -2.9% | +8.9% | +6.8% |
| YTD | +31.7% | +0.7% | +31.0% | +31.1% |
| 1Y | +32.2% | +11.0% | +21.2% | +27.5% |
| 3Y | +92.7% | +130.3% | -37.6% | +44.3% |
| 5Y | +72.1% | +61.3% | +10.8% | +35.3% |
| 10Y | +99.7% | +89.6% | +10.1% | +40.8% |
| All | +1,125.1% | +1,730.5% | -605.4% | +332.8% |
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