+3,922.7%
DELL vs FHN
+129.4%
+3,793.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.1% | -5.6% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | +14.9% | -2.6% | +17.5% | +16.1% |
| 3M | +37.2% | +0.8% | +36.4% | +37.1% |
| 6M | +254.0% | +9.2% | +244.8% | +245.2% |
| YTD | +306.1% | +5.1% | +301.0% | +299.3% |
| 1Y | +312.3% | +12.2% | +300.1% | +295.3% |
| 3Y | +654.0% | +132.4% | +521.6% | +483.0% |
| 5Y | +1,055.3% | +91.1% | +964.2% | +781.8% |
| All | +3,922.7% | +129.4% | +3,793.3% | +2,592.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling