+608.6%
DG vs FHN
+188.5%
+420.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.0% | -0.9% | -2.1% | -2.9% |
| 30D | +8.6% | +2.0% | +6.6% | +8.4% |
| 3M | +15.0% | -6.8% | +21.9% | +15.9% |
| 6M | +32.7% | -0.8% | +33.5% | +32.8% |
| YTD | +5.5% | +0.6% | +4.9% | +5.3% |
| 1Y | +34.6% | +11.5% | +23.1% | +32.9% |
| 3Y | +24.2% | +130.0% | -105.7% | +10.8% |
| 5Y | -32.3% | +60.8% | -93.1% | -38.5% |
| 10Y | +111.1% | +84.0% | +27.1% | +80.6% |
| All | +608.6% | +188.5% | +420.1% | +416.1% |
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