+7.2%
DECK vs FHN
+12.2%
-4.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | +0.2% |
| 7D | +6.0% | -2.3% | +8.3% | +7.7% |
| 30D | +7.4% | -0.9% | +8.4% | +8.2% |
| 3M | -11.7% | -11.0% | -0.6% | -4.9% |
| 6M | -11.0% | -5.4% | -5.5% | -8.2% |
| YTD | -15.4% | -1.2% | -14.2% | -15.8% |
| 1Y | +7.2% | +10.5% | -3.3% | -0.7% |
| All | +7.2% | +12.2% | -4.9% | -0.7% |
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