+46.1%
DE vs FHN
+14.6%
+31.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.9% |
| 7D | +5.6% | +2.3% | +3.3% | +4.5% |
| 30D | -0.8% | +1.6% | -2.5% | -1.6% |
| 3M | +9.8% | -8.4% | +18.2% | +14.2% |
| 6M | +17.5% | -2.3% | +19.8% | +18.5% |
| YTD | +46.5% | +1.5% | +45.0% | +43.6% |
| 1Y | +46.1% | +15.0% | +31.1% | +34.7% |
| All | +46.1% | +14.6% | +31.5% | +34.7% |
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