+84.2%
DOCN vs FHN
+70.2%
+14.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +5.9% | +7.3% |
| 7D | -12.8% | -0.5% | -12.3% | -12.5% |
| 30D | -41.9% | +1.9% | -43.9% | -42.3% |
| 3M | -36.9% | -6.9% | -30.0% | -35.3% |
| 6M | -52.2% | -3.1% | -49.2% | -51.9% |
| YTD | +62.7% | +0.6% | +62.1% | +61.8% |
| 1Y | +58.2% | +12.4% | +45.9% | +51.3% |
| 3Y | +219.5% | +133.7% | +85.8% | +158.2% |
| 5Y | -32.9% | +61.4% | -94.2% | -42.8% |
| All | +84.2% | +70.2% | +14.1% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling