+32.4%
DLTR vs FHN
+88.4%
-56.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -10.1% | -1.2% | -8.9% | -9.9% |
| 30D | -8.1% | -4.8% | -3.3% | -7.4% |
| 3M | +2.9% | -0.7% | +3.6% | +2.9% |
| 6M | +4.3% | +10.6% | -6.3% | +2.5% |
| YTD | -3.9% | +4.6% | -8.5% | -4.9% |
| 1Y | +18.9% | +11.4% | +7.5% | +16.4% |
| 3Y | +1.9% | +132.3% | -130.3% | -10.4% |
| All | +32.4% | +88.4% | -56.0% | +8.9% |
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