+8.9%
DOCS vs FHN
+118.6%
-109.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -1.4% | +1.2% | -2.6% | -1.9% |
| 30D | +21.8% | -4.7% | +26.5% | +23.9% |
| 3M | +27.3% | +3.5% | +23.7% | +25.3% |
| 6M | -0.3% | +7.8% | -8.2% | -3.9% |
| YTD | -40.5% | +5.9% | -46.4% | -42.4% |
| 1Y | -61.5% | +12.5% | -74.0% | -63.9% |
| All | +8.9% | +118.6% | -109.6% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling