-100.0%
DFNS vs FHN
+214.6%
-314.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.5% | -18.8% | -19.5% |
| 7D | -12.7% | +1.3% | -13.9% | -12.4% |
| 30D | -65.2% | +2.8% | -68.0% | -65.0% |
| 3M | -94.6% | -8.9% | -85.7% | -94.7% |
| 6M | -96.2% | -0.7% | -95.5% | -96.2% |
| YTD | -99.6% | +0.1% | -99.7% | -99.6% |
| 1Y | -99.7% | +10.4% | -110.1% | -99.7% |
| 3Y | -100.0% | +128.8% | -228.8% | -100.0% |
| 5Y | -100.0% | +61.5% | -161.4% | -100.0% |
| All | -100.0% | +214.6% | -314.6% | -100.0% |
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