+35.3%
DLR vs FHN
+88.9%
-53.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +3.4% | +2.7% | +0.7% | +3.1% |
| 30D | -2.2% | -3.1% | +0.9% | -1.9% |
| 3M | +4.7% | +2.3% | +2.4% | +4.5% |
| 6M | +9.0% | +9.7% | -0.7% | +8.0% |
| YTD | +24.1% | +4.7% | +19.4% | +23.4% |
| 1Y | +20.9% | +13.8% | +7.2% | +19.2% |
| 3Y | +60.0% | +131.6% | -71.5% | +50.8% |
| 5Y | +35.3% | +91.1% | -55.9% | +35.0% |
| All | +35.3% | +88.9% | -53.6% | +35.0% |
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 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