+334.8%
DOV vs FHN
+90.7%
+244.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.1% | -0.9% | +0.8% | +0.3% |
| 30D | +11.3% | +2.0% | +9.3% | +10.5% |
| 3M | +2.2% | -6.8% | +9.0% | +4.7% |
| 6M | -2.9% | -0.8% | -2.2% | -2.8% |
| YTD | +9.6% | +0.6% | +9.0% | +9.1% |
| 1Y | +16.7% | +11.5% | +5.1% | +11.9% |
| 3Y | +66.9% | +130.0% | -63.1% | +22.5% |
| 5Y | +32.0% | +60.8% | -28.8% | +0.8% |
| 10Y | +334.8% | +84.0% | +250.8% | +176.0% |
| All | +334.8% | +90.7% | +244.1% | +176.0% |
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