+11,144.7%
DLTR vs FHN
+512.0%
+10,632.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.5% | +1.2% | +1.3% | +2.2% |
| 30D | +2.1% | -4.7% | +6.8% | +3.1% |
| 3M | +20.3% | +3.5% | +16.7% | +19.2% |
| 6M | +11.5% | +7.8% | +3.7% | +9.6% |
| YTD | +6.8% | +5.9% | +1.0% | +5.2% |
| 1Y | +31.1% | +12.5% | +18.6% | +27.2% |
| 3Y | +10.7% | +117.2% | -106.5% | -8.2% |
| 5Y | +41.6% | +86.5% | -44.9% | +15.8% |
| 10Y | +58.1% | +125.7% | -67.6% | +15.6% |
| All | +11,144.7% | +512.0% | +10,632.8% | +5,177.9% |
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 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