-37.4%
DOCS vs FHN
+58.8%
-96.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.6% |
| 7D | -1.3% | -2.3% | +0.9% | -0.7% |
| 30D | +19.4% | -0.9% | +20.3% | +19.8% |
| 3M | +53.4% | -11.0% | +64.4% | +58.2% |
| 6M | +28.8% | -5.4% | +34.2% | +30.4% |
| YTD | -25.1% | -1.2% | -23.9% | -25.3% |
| 1Y | -48.1% | +10.5% | -58.7% | -50.0% |
| 3Y | +51.4% | +115.1% | -63.7% | +23.6% |
| 5Y | -51.1% | +58.1% | -109.2% | -58.1% |
| All | -37.4% | +58.8% | -96.2% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling