-98.3%
DFNS vs FHN
+13.8%
-112.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | +0.8% | +2.7% | -1.9% | 0.0% |
| 30D | -73.2% | -3.1% | -70.1% | -72.9% |
| 3M | -72.4% | +2.3% | -74.8% | -73.1% |
| 6M | -95.2% | +9.7% | -105.0% | -95.5% |
| YTD | -98.0% | +4.7% | -102.7% | -98.0% |
| 1Y | -98.3% | +13.8% | -112.0% | -98.1% |
| All | -98.3% | +13.8% | -112.1% | -98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling