+39.3%
DOCS vs FHN
-2.5%
+41.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +6.2% |
| 7D | +1.2% | +2.3% | -1.1% | +1.1% |
| 30D | +21.3% | +1.6% | +19.7% | +20.8% |
| 3M | +58.4% | -8.4% | +66.8% | +56.4% |
| 6M | +39.3% | -2.3% | +41.6% | +40.2% |
| All | +39.3% | -2.5% | +41.8% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling