+203.9%
DOCN vs FHN
+114.0%
+89.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.7% |
| 7D | -19.2% | -1.0% | -18.2% | -18.5% |
| 30D | -43.1% | +0.2% | -43.3% | -43.1% |
| 3M | -40.7% | -9.0% | -31.7% | -37.0% |
| 6M | -55.0% | -6.8% | -48.2% | -53.2% |
| YTD | +50.6% | -1.5% | +52.1% | +50.1% |
| 1Y | +54.0% | +10.9% | +43.0% | +41.1% |
| 3Y | +203.9% | +119.4% | +84.5% | +90.4% |
| All | +203.9% | +114.0% | +89.9% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling