+95.7%
DOCU vs FHN
+73.0%
+22.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +9.4% | +1.9% | +7.4% | +9.1% |
| 3M | +29.0% | -6.9% | +36.0% | +30.3% |
| 6M | +62.3% | -3.1% | +65.4% | +62.9% |
| YTD | +13.7% | +0.6% | +13.1% | +13.3% |
| 1Y | +11.5% | +12.4% | -0.8% | +9.4% |
| 3Y | +94.2% | +133.7% | -39.5% | +76.4% |
| 5Y | -71.7% | +61.4% | -133.1% | -73.6% |
| All | +95.7% | +73.0% | +22.7% | +120.0% |
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