+38.0%
DIS vs FHN
+131.2%
-93.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | +10.3% | +2.0% | +8.2% | +9.6% |
| 3M | +15.6% | -6.8% | +22.4% | +18.1% |
| 6M | +15.1% | -0.8% | +15.9% | +14.9% |
| YTD | +6.0% | +0.6% | +5.4% | +5.0% |
| 1Y | +5.7% | +11.5% | -5.8% | +1.1% |
| All | +38.0% | +131.2% | -93.2% | +12.4% |
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