+1,650.0%
DIS vs FHN
+1,718.9%
-68.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +0.9% | +1.3% | -0.4% | +0.5% |
| 30D | +8.9% | +2.8% | +6.1% | +8.1% |
| 3M | +14.5% | -8.9% | +23.5% | +17.5% |
| 6M | +12.2% | -0.7% | +12.9% | +12.2% |
| YTD | +4.7% | +0.1% | +4.6% | +4.2% |
| 1Y | +2.8% | +10.4% | -7.6% | -0.5% |
| 3Y | +38.1% | +128.8% | -90.7% | +6.9% |
| 5Y | -23.6% | +61.5% | -85.1% | -38.4% |
| 10Y | +31.4% | +83.0% | -51.7% | -5.1% |
| All | +1,650.0% | +1,718.9% | -68.9% | +435.5% |
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