-20.2%
DOW vs FHN
+131.2%
-151.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +5.2% | +2.1% | +3.1% | +4.5% |
| 30D | +13.2% | +3.8% | +9.4% | +11.8% |
| 3M | +10.1% | -8.9% | +19.0% | +13.2% |
| 6M | -13.1% | +1.8% | -14.9% | -14.3% |
| YTD | +46.1% | +0.6% | +45.5% | +43.7% |
| 1Y | +50.0% | +12.9% | +37.1% | +40.9% |
| 3Y | -20.2% | +126.4% | -146.6% | -40.1% |
| All | -20.2% | +131.2% | -151.5% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling