+781.3%
DECK vs FHN
+90.7%
+690.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | +4.9% | +2.0% | +2.8% | +4.2% |
| 3M | -5.8% | -6.8% | +1.0% | -3.4% |
| 6M | -8.6% | -0.8% | -7.8% | -8.3% |
| YTD | -14.7% | +0.6% | -15.3% | -14.9% |
| 1Y | +6.9% | +11.5% | -4.7% | +2.7% |
| 3Y | -16.2% | +130.0% | -146.2% | -38.3% |
| 5Y | +25.3% | +60.8% | -35.5% | -3.6% |
| 10Y | +781.3% | +84.0% | +697.3% | +421.5% |
| All | +781.3% | +90.7% | +690.6% | +421.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling