-76.5%
DOCU vs FHN
+86.2%
-162.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +6.9% | +1.2% | +5.7% | +6.5% |
| 30D | +19.0% | -4.7% | +23.7% | +20.5% |
| 3M | +34.3% | +3.5% | +30.7% | +32.8% |
| 6M | +48.0% | +7.8% | +40.2% | +44.2% |
| YTD | 0.0% | +5.9% | -5.9% | -2.2% |
| 1Y | -10.3% | +12.5% | -22.7% | -14.1% |
| 3Y | +32.4% | +117.2% | -84.8% | +6.7% |
| All | -76.5% | +86.2% | -162.7% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling