+50.6%
DDOG vs FHN
+88.9%
-38.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -6.1% | +2.7% | -8.7% | -6.4% |
| 30D | -10.1% | -3.1% | -7.0% | -9.8% |
| 3M | -9.3% | +2.3% | -11.6% | -9.5% |
| 6M | +67.2% | +9.7% | +57.4% | +64.6% |
| YTD | +54.6% | +4.7% | +49.9% | +53.2% |
| 1Y | +54.1% | +13.8% | +40.3% | +50.7% |
| 3Y | +115.3% | +131.6% | -16.3% | +101.6% |
| 5Y | +50.6% | +91.1% | -40.5% | +51.3% |
| All | +50.6% | +88.9% | -38.3% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling