+467.1%
DDOG vs FHN
+96.7%
+370.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -10.1% | +1.2% | -11.3% | -10.3% |
| 30D | -24.8% | -4.7% | -20.1% | -24.3% |
| 3M | -12.6% | +3.5% | -16.1% | -12.9% |
| 6M | +79.9% | +7.8% | +72.1% | +78.0% |
| YTD | +56.6% | +5.9% | +50.7% | +55.2% |
| 1Y | +61.6% | +12.5% | +49.1% | +58.8% |
| 3Y | +117.9% | +117.2% | +0.7% | +101.6% |
| 5Y | +54.2% | +86.5% | -32.3% | +43.4% |
| All | +467.1% | +96.7% | +370.4% | +458.0% |
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 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