+188.1%
DLR vs FHN
+94.7%
+93.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.3% | +0.9% | -0.5% | +0.3% |
| 30D | +1.2% | +2.1% | -0.9% | +1.0% |
| 3M | -4.8% | -6.0% | +1.2% | -4.1% |
| 6M | -6.1% | -2.9% | -3.2% | -5.9% |
| YTD | +19.3% | +0.7% | +18.6% | +19.0% |
| 1Y | +10.0% | +11.0% | -1.0% | +8.5% |
| 3Y | +53.8% | +130.3% | -76.5% | +39.9% |
| 5Y | +39.1% | +61.3% | -22.2% | +28.4% |
| 10Y | +188.1% | +89.6% | +98.5% | +145.0% |
| All | +188.1% | +94.7% | +93.4% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling