-32.3%
DG vs FHN
+63.2%
-95.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.1% |
| 7D | +0.7% | -0.5% | +1.1% | +0.7% |
| 30D | +7.4% | +1.9% | +5.5% | +7.4% |
| 3M | +8.5% | -6.9% | +15.4% | +8.8% |
| 6M | +21.9% | -3.1% | +24.9% | +22.0% |
| YTD | +4.9% | +0.6% | +4.3% | +4.9% |
| 1Y | +40.4% | +12.4% | +28.0% | +39.9% |
| 3Y | +23.5% | +133.7% | -110.2% | +16.9% |
| 5Y | -32.3% | +61.4% | -93.6% | -35.0% |
| All | -32.3% | +63.2% | -95.5% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling