+1,106.2%
DELL vs FHN
+90.1%
+1,016.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +8.7% | 0.0% | +8.7% | +8.7% |
| 30D | +16.9% | -2.6% | +19.5% | +17.9% |
| 3M | +40.4% | 0.0% | +40.4% | +40.7% |
| 6M | +267.1% | +9.2% | +257.8% | +259.5% |
| YTD | +329.1% | +4.3% | +324.7% | +323.9% |
| 1Y | +346.9% | +10.8% | +336.2% | +332.8% |
| 3Y | +696.6% | +130.7% | +565.9% | +574.5% |
| 5Y | +1,106.2% | +87.4% | +1,018.8% | +873.9% |
| All | +1,106.2% | +90.1% | +1,016.1% | +873.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling