+235.3%
DIA vs FHN
+90.9%
+144.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | +1.1% | +2.1% | -1.0% | +0.6% |
| 3M | -2.9% | -6.0% | +3.1% | -1.3% |
| 6M | +5.9% | -2.9% | +8.8% | +6.6% |
| YTD | +9.8% | +0.7% | +9.1% | +9.2% |
| 1Y | +11.7% | +11.0% | +0.7% | +8.3% |
| 3Y | +59.5% | +130.3% | -70.7% | +25.2% |
| 5Y | +57.5% | +61.3% | -3.7% | +27.5% |
| All | +235.3% | +90.9% | +144.4% | +137.9% |
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