+375.1%
DDOG vs FHN
+87.1%
+288.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -19.1% | +0.9% | -20.0% | -19.2% |
| 30D | -39.2% | +2.1% | -41.2% | -39.3% |
| 3M | -31.6% | -6.0% | -25.6% | -31.1% |
| 6M | -10.9% | -2.9% | -7.9% | -10.6% |
| YTD | +31.2% | +0.7% | +30.5% | +30.7% |
| 1Y | -10.7% | +11.0% | -21.7% | -12.1% |
| 3Y | +72.1% | +130.3% | -58.2% | +59.0% |
| 5Y | -5.5% | +61.3% | -66.8% | -10.8% |
| All | +375.1% | +87.1% | +288.0% | +370.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling