+235.7%
DIA vs FHN
+81.8%
+153.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.1% | +2.1% | 0.0% | +1.6% |
| 30D | +1.5% | +3.8% | -2.3% | +0.5% |
| 3M | -2.4% | -8.9% | +6.5% | 0.0% |
| 6M | +6.0% | +1.8% | +4.1% | +5.3% |
| YTD | +10.1% | +0.6% | +9.5% | +9.5% |
| 1Y | +11.8% | +12.9% | -1.1% | +7.8% |
| 3Y | +59.7% | +126.4% | -66.7% | +25.9% |
| 5Y | +57.9% | +62.3% | -4.4% | +27.5% |
| All | +235.7% | +81.8% | +153.8% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling