+35.8%
DLR vs FHN
+63.2%
-27.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +3.2% |
| 7D | +2.4% | -0.5% | +2.8% | +2.4% |
| 30D | +0.7% | +1.9% | -1.2% | +0.6% |
| 3M | -6.4% | -6.9% | +0.5% | -5.8% |
| 6M | -6.5% | -3.1% | -3.5% | -6.3% |
| YTD | +18.8% | +0.6% | +18.2% | +18.6% |
| 1Y | +9.0% | +12.4% | -3.3% | +7.7% |
| 3Y | +54.5% | +133.7% | -79.2% | +45.7% |
| 5Y | +35.8% | +61.4% | -25.5% | +33.9% |
| All | +35.8% | +63.2% | -27.4% | +33.9% |
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