+33.8%
DIS vs FHN
+118.6%
-84.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +1.2% | -3.8% | -2.9% |
| 30D | +3.5% | -4.7% | +8.2% | +5.0% |
| 3M | +6.8% | +3.5% | +3.3% | +5.3% |
| 6M | +3.0% | +7.8% | -4.8% | +0.2% |
| YTD | -6.7% | +5.9% | -12.6% | -8.9% |
| 1Y | -10.1% | +12.5% | -22.6% | -14.3% |
| All | +33.8% | +118.6% | -84.8% | +9.9% |
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