+19,380.1%
DINO vs FHN
+1,824.4%
+17,555.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.7% | +1.2% | +4.5% | +5.3% |
| 30D | +27.8% | -4.7% | +32.5% | +29.7% |
| 3M | +45.6% | +3.5% | +42.1% | +43.8% |
| 6M | +88.5% | +7.8% | +80.6% | +83.0% |
| YTD | +134.1% | +5.9% | +128.2% | +128.5% |
| 1Y | +111.1% | +12.5% | +98.6% | +101.4% |
| 3Y | +109.1% | +117.2% | -8.1% | +60.5% |
| 5Y | +307.2% | +86.5% | +220.6% | +212.0% |
| 10Y | +495.9% | +125.7% | +370.2% | +324.4% |
| All | +19,380.1% | +1,824.4% | +17,555.7% | +11,206.9% |
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 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