+155.0%
DPZ vs FHN
+125.4%
+29.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | +1.2% | -3.7% | -2.7% |
| 30D | -7.0% | -4.7% | -2.3% | -6.5% |
| 3M | +11.6% | +3.5% | +8.1% | +11.2% |
| 6M | -15.2% | +7.8% | -23.0% | -15.8% |
| YTD | -17.2% | +5.9% | -23.1% | -17.8% |
| 1Y | -24.8% | +12.5% | -37.3% | -25.9% |
| 3Y | -8.7% | +117.2% | -125.9% | -15.3% |
| 5Y | -28.9% | +86.5% | -115.5% | -34.4% |
| All | +155.0% | +125.4% | +29.6% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling