-37.9%
DG vs FHN
+88.9%
-126.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -4.0% |
| 7D | -2.5% | +2.7% | -5.1% | -2.5% |
| 30D | +1.0% | -3.1% | +4.1% | +1.1% |
| 3M | +20.3% | +2.3% | +18.0% | +20.2% |
| 6M | -11.7% | +9.7% | -21.5% | -12.0% |
| YTD | -2.3% | +4.7% | -7.1% | -2.5% |
| 1Y | +20.0% | +13.8% | +6.2% | +19.4% |
| 3Y | +7.2% | +131.6% | -124.3% | +1.7% |
| 5Y | -37.9% | +91.1% | -129.1% | -40.0% |
| All | -37.9% | +88.9% | -126.9% | -40.0% |
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