+8.6%
DECK vs FHN
+10.6%
-2.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -0.9% |
| 7D | +5.8% | -1.0% | +6.7% | +6.5% |
| 30D | +7.9% | +0.2% | +7.7% | +7.8% |
| 3M | -11.4% | -9.0% | -2.4% | -6.1% |
| 6M | -16.6% | -6.8% | -9.7% | -13.2% |
| YTD | -16.4% | -1.5% | -14.8% | -16.5% |
| 1Y | +8.6% | +10.9% | -2.3% | +1.4% |
| All | +8.6% | +10.6% | -2.0% | +1.4% |
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 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