+583.4%
DG vs FHN
+203.6%
+379.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.4% | +1.2% | +7.2% | +8.2% |
| 30D | +4.9% | -4.7% | +9.6% | +5.4% |
| 3M | +29.3% | +3.5% | +25.8% | +28.8% |
| 6M | -11.3% | +7.8% | -19.1% | -12.0% |
| YTD | +1.8% | +5.9% | -4.1% | +1.0% |
| 1Y | +25.3% | +12.5% | +12.9% | +23.4% |
| 3Y | +9.1% | +117.2% | -108.1% | -2.1% |
| 5Y | -34.9% | +86.5% | -121.4% | -42.1% |
| 10Y | +108.2% | +125.7% | -17.6% | +72.0% |
| All | +583.4% | +203.6% | +379.8% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling