+9,431.7%
DGX vs FHN
+228.6%
+9,203.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -0.3% | +2.7% | -3.0% | -0.8% |
| 30D | -1.2% | -3.1% | +1.9% | -0.7% |
| 3M | +19.9% | +2.3% | +17.6% | +19.4% |
| 6M | +19.2% | +9.7% | +9.5% | +17.1% |
| YTD | +37.5% | +4.7% | +32.8% | +35.9% |
| 1Y | +31.3% | +13.8% | +17.5% | +27.5% |
| 3Y | +96.6% | +131.6% | -34.9% | +64.5% |
| 5Y | +64.3% | +91.1% | -26.9% | +36.5% |
| 10Y | +241.1% | +126.6% | +114.5% | +155.9% |
| All | +9,431.7% | +228.6% | +9,203.1% | +4,237.7% |
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