+251.0%
DIA vs FHN
+125.8%
+125.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -1.2% | 0.0% | -1.3% | -1.2% |
| 30D | -2.7% | -2.6% | -0.1% | -2.1% |
| 3M | +3.3% | 0.0% | +3.2% | +3.2% |
| 6M | +10.4% | +9.2% | +1.2% | +7.7% |
| YTD | +10.0% | +4.3% | +5.6% | +8.4% |
| 1Y | +16.2% | +10.8% | +5.4% | +12.4% |
| 3Y | +58.7% | +130.7% | -72.0% | +24.3% |
| 5Y | +63.6% | +87.4% | -23.8% | +26.0% |
| 10Y | +251.0% | +126.9% | +124.2% | +128.6% |
| All | +251.0% | +125.8% | +125.2% | +128.6% |
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