+68.3%
DGX vs FHN
+88.4%
-20.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | -1.2% | -4.8% | +3.6% | -0.8% |
| 3M | +15.8% | -0.7% | +16.5% | +15.8% |
| 6M | +18.2% | +10.6% | +7.6% | +17.3% |
| YTD | +37.2% | +4.6% | +32.6% | +36.6% |
| 1Y | +30.4% | +11.4% | +19.0% | +29.0% |
| 3Y | +96.7% | +132.3% | -35.5% | +83.8% |
| All | +68.3% | +88.4% | -20.1% | +62.4% |
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