+309.5%
DOV vs FHN
+126.6%
+182.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.4% |
| 7D | +2.5% | +2.7% | -0.1% | +1.6% |
| 30D | -7.5% | -3.1% | -4.4% | -6.5% |
| 3M | -9.7% | +2.3% | -12.0% | -10.5% |
| 6M | -6.1% | +9.7% | -15.8% | -9.2% |
| YTD | +0.5% | +4.7% | -4.2% | -1.4% |
| 1Y | +10.5% | +13.8% | -3.2% | +4.8% |
| 3Y | +41.7% | +131.6% | -89.9% | +3.3% |
| 5Y | +18.4% | +91.1% | -72.7% | -16.2% |
| All | +309.5% | +126.6% | +182.8% | +126.4% |
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 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