+7,190.8%
DECK vs FHN
+544.8%
+6,646.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +5.4% |
| 7D | +10.4% | +2.3% | +8.1% | +9.6% |
| 30D | +11.1% | +1.6% | +9.5% | +10.6% |
| 3M | -10.8% | -8.4% | -2.4% | -8.3% |
| 6M | -8.7% | -2.3% | -6.5% | -8.1% |
| YTD | -14.0% | +1.5% | -15.5% | -14.4% |
| 1Y | +12.0% | +15.0% | -3.0% | +7.2% |
| 3Y | -10.5% | +120.9% | -131.3% | -30.7% |
| 5Y | +28.5% | +64.0% | -35.5% | +2.1% |
| 10Y | +923.3% | +120.6% | +802.6% | +592.9% |
| All | +7,190.8% | +544.8% | +6,646.0% | +3,702.3% |
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