+95.3%
DOCU vs FHN
+69.4%
+25.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -5.5% | -1.0% | -4.6% | -5.4% |
| 30D | +12.6% | +0.2% | +12.4% | +12.6% |
| 3M | +36.4% | -9.0% | +45.4% | +38.2% |
| 6M | +66.8% | -6.8% | +73.6% | +68.3% |
| YTD | +13.5% | -1.5% | +15.0% | +13.4% |
| 1Y | +11.3% | +10.9% | +0.4% | +9.3% |
| 3Y | +92.1% | +119.4% | -27.3% | +75.7% |
| 5Y | -71.0% | +57.5% | -128.5% | -72.8% |
| All | +95.3% | +69.4% | +25.9% | +120.3% |
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 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