-69.9%
DOCU vs FHN
+61.6%
-131.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -3.7% | +2.3% | -6.0% | -4.4% |
| 30D | +15.0% | +1.6% | +13.3% | +14.4% |
| 3M | +39.9% | -8.4% | +48.3% | +43.4% |
| 6M | +66.2% | -2.3% | +68.4% | +66.8% |
| YTD | +17.7% | +1.5% | +16.2% | +16.4% |
| 1Y | +13.7% | +15.0% | -1.3% | +8.1% |
| 3Y | +95.9% | +120.9% | -25.0% | +56.6% |
| All | -69.9% | +61.6% | -131.5% | -75.4% |
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