+741.1%
DECK vs FHN
+125.4%
+615.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -2.2% | +1.2% | -3.4% | -2.7% |
| 30D | -13.6% | -4.7% | -8.9% | -12.1% |
| 3M | -21.2% | +3.5% | -24.8% | -22.3% |
| 6M | -21.1% | +7.8% | -28.9% | -23.2% |
| YTD | -17.2% | +5.9% | -23.1% | -19.0% |
| 1Y | -30.7% | +12.5% | -43.2% | -34.0% |
| 3Y | -3.4% | +117.2% | -120.6% | -28.1% |
| 5Y | +25.5% | +86.5% | -61.0% | -10.0% |
| All | +741.1% | +125.4% | +615.7% | +330.9% |
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