+4,770.1%
DELL vs FHN
+129.8%
+4,640.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.2% |
| 7D | +25.6% | +2.7% | +23.0% | +24.7% |
| 30D | +17.7% | -3.1% | +20.8% | +19.0% |
| 3M | +33.4% | +2.3% | +31.1% | +32.7% |
| 6M | +266.2% | +9.7% | +256.5% | +256.7% |
| YTD | +328.0% | +4.7% | +323.3% | +321.4% |
| 1Y | +339.6% | +13.8% | +325.8% | +319.7% |
| 3Y | +694.6% | +131.6% | +563.0% | +515.8% |
| 5Y | +1,122.0% | +91.1% | +1,030.8% | +833.9% |
| 10Y | +4,062.5% | +126.6% | +3,935.8% | +2,768.0% |
| All | +4,770.1% | +129.8% | +4,640.3% | +3,277.1% |
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