+91.0%
DOCN vs FHN
+11.9%
+79.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.4% |
| 7D | +19.1% | +2.1% | +17.0% | +18.0% |
| 30D | -21.0% | +3.8% | -24.8% | -22.0% |
| 3M | -34.7% | -8.9% | -25.8% | -32.0% |
| 6M | -45.8% | +1.8% | -47.6% | -46.7% |
| YTD | +79.4% | +0.6% | +78.8% | +77.0% |
| 1Y | +91.0% | +12.9% | +78.1% | +81.2% |
| All | +91.0% | +11.9% | +79.1% | +81.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling