+569.8%
DELL vs FHN
+61.2%
+508.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.5% | -7.7% | -7.3% |
| 7D | +4.9% | +2.1% | +2.7% | +4.3% |
| 30D | -32.1% | +3.8% | -35.9% | -32.8% |
| 3M | -30.2% | -8.9% | -21.3% | -28.4% |
| 6M | +41.7% | +1.8% | +39.9% | +41.3% |
| YTD | +176.6% | +0.6% | +176.0% | +176.0% |
| 1Y | +159.9% | +12.9% | +147.0% | +151.7% |
| 3Y | +388.0% | +126.4% | +261.6% | +320.9% |
| All | +569.8% | +61.2% | +508.7% | +488.5% |
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