+61.9%
DIA vs FHN
+129.2%
-67.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | 0.0% | +1.6% |
| 7D | +0.8% | -0.5% | +1.2% | +0.9% |
| 30D | +1.4% | +1.9% | -0.5% | +0.9% |
| 3M | -2.7% | -6.9% | +4.2% | -0.8% |
| 6M | +6.2% | -3.1% | +9.3% | +6.9% |
| YTD | +10.1% | +0.6% | +9.5% | +9.5% |
| 1Y | +13.0% | +12.4% | +0.7% | +9.0% |
| 3Y | +61.9% | +133.7% | -71.8% | +34.9% |
| All | +61.9% | +129.2% | -67.3% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling