-14.1%
DECK vs FHN
+114.8%
-128.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.3% |
| 7D | +6.0% | -2.3% | +8.3% | +7.3% |
| 30D | +7.4% | -0.9% | +8.4% | +8.0% |
| 3M | -11.7% | -11.0% | -0.6% | -6.6% |
| 6M | -11.0% | -5.4% | -5.5% | -8.6% |
| YTD | -15.4% | -1.2% | -14.2% | -15.0% |
| 1Y | +7.2% | +10.5% | -3.3% | +2.3% |
| All | -14.1% | +114.8% | -128.9% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling