+98.6%
DOCU vs FHN
+70.0%
+28.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.6% |
| 7D | -3.2% | -2.3% | -0.9% | -2.9% |
| 30D | +15.7% | -0.9% | +16.6% | +15.8% |
| 3M | +37.3% | -11.0% | +48.3% | +39.5% |
| 6M | +63.1% | -5.4% | +68.5% | +64.2% |
| YTD | +15.4% | -1.2% | +16.5% | +15.3% |
| 1Y | +11.3% | +10.5% | +0.8% | +9.4% |
| 3Y | +92.1% | +115.1% | -23.0% | +75.9% |
| 5Y | -70.5% | +58.1% | -128.6% | -72.4% |
| All | +98.6% | +70.0% | +28.6% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling