+1,129.1%
DIA vs FHN
+88.2%
+1,040.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | -1.5% | -4.7% | +3.2% | -0.4% |
| 3M | +3.8% | +3.5% | +0.2% | +2.8% |
| 6M | +10.3% | +7.8% | +2.4% | +8.0% |
| YTD | +12.1% | +5.9% | +6.2% | +10.2% |
| 1Y | +18.6% | +12.5% | +6.2% | +14.5% |
| 3Y | +60.6% | +117.2% | -56.6% | +29.2% |
| 5Y | +64.4% | +86.5% | -22.1% | +30.0% |
| 10Y | +250.1% | +125.7% | +124.4% | +145.7% |
| All | +1,129.1% | +88.2% | +1,040.9% | +573.5% |
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