+103.3%
DOCU vs FHN
+73.0%
+30.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | +4.1% | +2.1% | +1.9% | +3.7% |
| 30D | +7.4% | +3.8% | +3.6% | +6.8% |
| 3M | +26.0% | -8.9% | +35.0% | +27.6% |
| 6M | +79.2% | +1.8% | +77.4% | +78.5% |
| YTD | +18.1% | +0.6% | +17.5% | +17.7% |
| 1Y | +20.5% | +12.9% | +7.6% | +18.1% |
| 3Y | +96.4% | +126.4% | -30.0% | +78.9% |
| 5Y | -69.5% | +62.3% | -131.8% | -71.5% |
| All | +103.3% | +73.0% | +30.3% | +128.5% |
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