-23.6%
DIS vs FHN
+60.0%
-83.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | +8.9% | +2.8% | +6.1% | +8.2% |
| 3M | +14.5% | -8.9% | +23.5% | +16.9% |
| 6M | +12.2% | -0.7% | +12.9% | +12.1% |
| YTD | +4.7% | +0.1% | +4.6% | +4.3% |
| 1Y | +2.8% | +10.4% | -7.6% | +0.2% |
| 3Y | +38.1% | +128.8% | -90.7% | +17.3% |
| 5Y | -23.6% | +61.5% | -85.1% | -33.4% |
| All | -23.6% | +60.0% | -83.6% | -33.4% |
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 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