+34.2%
DIS vs FHN
+109.0%
-74.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +5.2% | -1.0% | +6.2% | +5.6% |
| 30D | +11.5% | +0.2% | +11.2% | +11.4% |
| 3M | +11.5% | -9.0% | +20.5% | +14.8% |
| 6M | +8.9% | -6.8% | +15.7% | +11.0% |
| YTD | +3.4% | -1.5% | +4.9% | +3.4% |
| 1Y | +7.2% | +10.9% | -3.8% | +3.1% |
| 3Y | +43.3% | +119.4% | -76.0% | +9.2% |
| 5Y | -31.4% | +57.5% | -89.0% | -45.9% |
| All | +34.2% | +109.0% | -74.8% | -13.3% |
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