-61.5%
DOCS vs FHN
+13.2%
-74.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | +21.8% | -4.7% | +26.5% | +22.6% |
| 3M | +27.3% | +3.5% | +23.7% | +26.5% |
| 6M | -0.3% | +7.8% | -8.2% | -2.0% |
| YTD | -40.5% | +5.9% | -46.4% | -41.5% |
| 1Y | -61.5% | +12.5% | -74.0% | -62.6% |
| All | -61.5% | +13.2% | -74.7% | -62.6% |
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 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