-48.1%
DOCS vs FHN
+12.2%
-60.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.9% |
| 7D | -1.3% | -2.3% | +0.9% | -0.9% |
| 30D | +19.4% | -0.9% | +20.3% | +19.6% |
| 3M | +53.4% | -11.0% | +64.4% | +55.4% |
| 6M | +28.8% | -5.4% | +34.2% | +29.7% |
| YTD | -25.1% | -1.2% | -23.9% | -26.4% |
| 1Y | -48.1% | +10.5% | -58.7% | -54.3% |
| All | -48.1% | +12.2% | -60.3% | -54.3% |
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