+11,714.6%
DLTR vs FHN
+481.4%
+11,233.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +5.3% | +2.1% | +3.2% | +4.8% |
| 30D | +13.4% | +3.8% | +9.6% | +12.6% |
| 3M | +6.6% | -8.9% | +15.5% | +8.8% |
| 6M | +59.1% | +1.8% | +57.3% | +58.3% |
| YTD | +12.3% | +0.6% | +11.7% | +11.9% |
| 1Y | +33.9% | +12.9% | +20.9% | +30.1% |
| 3Y | +23.0% | +126.4% | -103.4% | +1.4% |
| 5Y | +22.1% | +62.3% | -40.2% | +3.1% |
| 10Y | +77.5% | +84.0% | -6.5% | +35.9% |
| All | +11,714.6% | +481.4% | +11,233.2% | +5,510.6% |
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