+164.6%
DOCN vs FHN
+79.1%
+85.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +1.1% | +1.2% | 0.0% | +0.7% |
| 30D | -9.6% | -4.7% | -4.9% | -8.0% |
| 3M | -37.7% | +3.5% | -41.2% | -38.6% |
| 6M | +115.2% | +7.8% | +107.4% | +109.2% |
| YTD | +133.7% | +5.9% | +127.9% | +128.3% |
| 1Y | +250.2% | +12.5% | +237.7% | +233.4% |
| 3Y | +320.3% | +117.2% | +203.1% | +239.9% |
| 5Y | +53.1% | +86.5% | -33.4% | +26.2% |
| All | +164.6% | +79.1% | +85.5% | +114.0% |
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