-8.6%
DDOG vs FHN
+63.2%
-71.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | -16.9% | -0.5% | -16.4% | -16.8% |
| 30D | -38.8% | +1.9% | -40.7% | -38.9% |
| 3M | -23.2% | -6.9% | -16.3% | -22.5% |
| 6M | -10.3% | -3.1% | -7.2% | -9.9% |
| YTD | +32.1% | +0.6% | +31.5% | +31.5% |
| 1Y | -6.1% | +12.4% | -18.4% | -8.1% |
| 3Y | +79.2% | +133.7% | -54.5% | +67.6% |
| 5Y | -8.6% | +61.4% | -70.0% | -11.0% |
| All | -8.6% | +63.2% | -71.9% | -11.0% |
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 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