+6,920.8%
DECK vs FHN
+572.7%
+6,348.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -2.2% | +1.2% | -3.4% | -2.6% |
| 30D | -13.6% | -4.7% | -8.9% | -12.3% |
| 3M | -21.2% | +3.5% | -24.8% | -22.1% |
| 6M | -21.1% | +7.8% | -28.9% | -22.9% |
| YTD | -17.2% | +5.9% | -23.1% | -18.7% |
| 1Y | -30.7% | +12.5% | -43.2% | -33.5% |
| 3Y | -3.4% | +117.2% | -120.6% | -25.1% |
| 5Y | +25.5% | +86.5% | -61.0% | -4.5% |
| 10Y | +714.7% | +125.7% | +588.9% | +447.8% |
| All | +6,920.8% | +572.7% | +6,348.1% | +3,512.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling