-35.9%
DOW vs FHN
+90.1%
-126.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -6.0% | 0.0% | -6.1% | -6.0% |
| 30D | -2.7% | -2.6% | -0.2% | -2.2% |
| 3M | -10.5% | 0.0% | -10.5% | -10.7% |
| 6M | -12.4% | +9.2% | -21.7% | -14.8% |
| YTD | +30.0% | +4.3% | +25.7% | +27.8% |
| 1Y | +27.8% | +10.8% | +17.0% | +23.6% |
| 3Y | -34.9% | +130.7% | -165.7% | -45.4% |
| 5Y | -35.9% | +87.4% | -123.2% | -51.1% |
| All | -35.9% | +90.1% | -126.0% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling