-10.8%
DOW vs FHN
+121.4%
-132.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.9% |
| 30D | +0.4% | -4.7% | +5.1% | +2.2% |
| 3M | -14.4% | +3.5% | -17.9% | -16.0% |
| 6M | -7.0% | +7.8% | -14.8% | -10.9% |
| YTD | +30.2% | +5.9% | +24.3% | +25.3% |
| 1Y | +29.2% | +12.5% | +16.7% | +20.7% |
| 3Y | -36.7% | +117.2% | -153.9% | -56.5% |
| 5Y | -37.7% | +86.5% | -124.2% | -60.0% |
| All | -10.8% | +121.4% | -132.2% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling