+102.2%
DG vs FHN
+125.8%
-23.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | -4.8% | 0.0% | -4.9% | -4.8% |
| 30D | +1.8% | -2.6% | +4.3% | +1.9% |
| 3M | +14.5% | 0.0% | +14.4% | +14.4% |
| 6M | -13.6% | +9.2% | -22.8% | -14.1% |
| YTD | -4.8% | +4.3% | -9.2% | -5.2% |
| 1Y | +21.6% | +10.8% | +10.8% | +20.4% |
| 3Y | +4.5% | +130.7% | -126.3% | -4.2% |
| 5Y | -38.5% | +87.4% | -125.8% | -43.6% |
| 10Y | +102.2% | +126.9% | -24.7% | +79.5% |
| All | +102.2% | +125.8% | -23.6% | +79.5% |
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 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