-35.9%
DOW vs FHN
+88.9%
-124.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -2.9% | +2.7% | -5.6% | -3.5% |
| 30D | +2.0% | -3.1% | +5.1% | +2.6% |
| 3M | -12.5% | +2.3% | -14.9% | -13.2% |
| 6M | -9.2% | +9.7% | -18.9% | -11.7% |
| YTD | +30.8% | +4.7% | +26.0% | +28.5% |
| 1Y | +29.4% | +13.8% | +15.6% | +24.4% |
| 3Y | -34.6% | +131.6% | -166.1% | -45.1% |
| 5Y | -35.9% | +91.1% | -127.1% | -51.6% |
| All | -35.9% | +88.9% | -124.9% | -51.6% |
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