+60.4%
DDOG vs FHN
+13.3%
+47.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.5% | +7.2% |
| 7D | +7.7% | 0.0% | +7.6% | +7.7% |
| 30D | -13.6% | -2.6% | -11.0% | -13.3% |
| 3M | -0.9% | 0.0% | -0.9% | -0.2% |
| 6M | +75.2% | +9.2% | +66.0% | +72.0% |
| YTD | +65.7% | +4.3% | +61.3% | +64.6% |
| 1Y | +60.4% | +10.8% | +49.6% | +57.4% |
| All | +60.4% | +13.3% | +47.1% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling