+1,458.7%
DIS vs FHN
+1,824.4%
-365.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | +6.8% | +3.5% | +3.3% | +5.6% |
| 6M | +3.0% | +7.8% | -4.8% | +0.5% |
| YTD | -6.7% | +5.9% | -12.6% | -8.6% |
| 1Y | -10.1% | +12.5% | -22.6% | -13.7% |
| 3Y | +33.0% | +117.2% | -84.2% | +4.2% |
| 5Y | -40.0% | +86.5% | -126.5% | -53.7% |
| 10Y | +21.1% | +125.7% | -104.7% | -17.6% |
| All | +1,458.7% | +1,824.4% | -365.7% | +369.5% |
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