+247.9%
DINO vs FHN
+61.2%
+186.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -12.9% | +0.9% | -13.8% | -13.1% |
| 30D | -18.6% | +2.1% | -20.7% | -19.2% |
| 3M | +16.6% | -6.0% | +22.6% | +18.7% |
| 6M | +38.2% | -2.9% | +41.1% | +38.9% |
| YTD | +119.3% | +0.7% | +118.6% | +117.2% |
| 1Y | +84.3% | +11.0% | +73.3% | +76.6% |
| 3Y | +107.1% | +130.3% | -23.1% | +59.7% |
| All | +247.9% | +61.2% | +186.7% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling