+111.8%
DG vs FHN
+94.7%
+17.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +5.2% | +0.9% | +4.3% | +5.1% |
| 30D | +7.9% | +2.1% | +5.8% | +7.8% |
| 3M | +12.7% | -6.0% | +18.7% | +13.2% |
| 6M | +22.4% | -2.9% | +25.4% | +22.7% |
| YTD | +5.4% | +0.7% | +4.7% | +5.3% |
| 1Y | +39.4% | +11.0% | +28.4% | +38.2% |
| 3Y | +24.1% | +130.3% | -106.2% | +14.1% |
| 5Y | -32.2% | +61.3% | -93.4% | -36.8% |
| 10Y | +111.8% | +89.6% | +22.2% | +107.2% |
| All | +111.8% | +94.7% | +17.1% | +107.2% |
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