+888.8%
DECK vs FHN
+109.7%
+779.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.6% |
| 7D | +6.0% | -2.3% | +8.3% | +7.0% |
| 30D | +7.4% | -0.9% | +8.4% | +7.9% |
| 3M | -11.7% | -11.0% | -0.6% | -7.8% |
| 6M | -11.0% | -5.4% | -5.5% | -9.1% |
| YTD | -15.4% | -1.2% | -14.2% | -15.0% |
| 1Y | +7.2% | +10.5% | -3.3% | +3.3% |
| 3Y | -11.8% | +115.1% | -126.9% | -33.7% |
| 5Y | +24.3% | +58.1% | -33.8% | -3.8% |
| All | +888.8% | +109.7% | +779.1% | +460.3% |
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