-37.1%
DOCS vs FHN
+61.6%
-98.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +2.6% | +2.1% | +0.4% | +2.0% |
| 30D | +11.4% | +3.8% | +7.6% | +10.4% |
| 3M | +25.4% | -8.9% | +34.3% | +28.5% |
| 6M | +42.5% | +1.8% | +40.7% | +41.4% |
| YTD | -24.7% | +0.6% | -25.3% | -25.3% |
| 1Y | -32.9% | +12.9% | -45.9% | -35.6% |
| 3Y | +39.6% | +126.4% | -86.8% | +12.7% |
| 5Y | -54.6% | +62.3% | -116.9% | -61.5% |
| All | -37.1% | +61.6% | -98.7% | -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