+98.2%
DE vs FHN
+90.1%
+8.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -3.0% | 0.0% | -3.1% | -3.0% |
| 30D | +11.1% | -2.6% | +13.7% | +11.8% |
| 3M | +17.6% | 0.0% | +17.6% | +17.6% |
| 6M | +13.6% | +9.2% | +4.3% | +11.3% |
| YTD | +46.3% | +4.3% | +41.9% | +44.6% |
| 1Y | +44.2% | +10.8% | +33.4% | +40.2% |
| 3Y | +76.6% | +130.7% | -54.1% | +45.3% |
| 5Y | +98.2% | +87.4% | +10.9% | +50.4% |
| All | +98.2% | +90.1% | +8.2% | +50.4% |
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 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