-71.7%
DOCU vs FHN
+56.9%
-128.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -5.5% | -1.0% | -4.6% | -5.3% |
| 30D | +12.6% | +0.2% | +12.4% | +12.6% |
| 3M | +36.4% | -9.0% | +45.4% | +40.1% |
| 6M | +66.8% | -6.8% | +73.6% | +69.9% |
| YTD | +13.5% | -1.5% | +15.0% | +13.2% |
| 1Y | +11.3% | +10.9% | +0.4% | +7.0% |
| 3Y | +92.1% | +119.4% | -27.3% | +54.0% |
| All | -71.7% | +56.9% | -128.6% | -76.8% |
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