-47.3%
DOCS vs FHN
+14.6%
-61.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +6.1% |
| 7D | +1.2% | +2.3% | -1.1% | +0.9% |
| 30D | +21.3% | +1.6% | +19.7% | +20.9% |
| 3M | +58.4% | -8.4% | +66.8% | +59.5% |
| 6M | +39.3% | -2.3% | +41.6% | +39.5% |
| YTD | -21.7% | +1.5% | -23.2% | -23.3% |
| 1Y | -47.3% | +15.0% | -62.3% | -54.1% |
| All | -47.3% | +14.6% | -61.9% | -54.1% |
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