+30.5%
DOW vs FHN
+11.4%
+19.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -2.4% | -0.8% | -1.6% | -2.4% |
| 30D | -4.1% | -2.6% | -1.4% | -4.1% |
| 3M | -12.4% | +0.8% | -13.3% | -12.7% |
| 6M | -10.6% | +9.2% | -19.9% | -12.2% |
| YTD | +31.1% | +5.1% | +26.0% | +29.6% |
| 1Y | +30.5% | +12.2% | +18.3% | +25.7% |
| All | +30.5% | +11.4% | +19.1% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling