+636.7%
DELL vs FHN
+130.7%
+506.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.1% | -5.7% |
| 7D | -1.9% | -0.8% | -1.1% | -1.6% |
| 30D | +14.9% | -2.6% | +17.5% | +16.4% |
| 3M | +37.2% | +0.8% | +36.4% | +37.2% |
| 6M | +254.0% | +9.2% | +244.8% | +242.6% |
| YTD | +306.1% | +5.1% | +301.0% | +296.6% |
| 1Y | +312.3% | +12.2% | +300.1% | +288.2% |
| All | +636.7% | +130.7% | +506.0% | +534.4% |
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