+124.0%
DPZ vs FHN
+109.0%
+15.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | +6.6% | -1.0% | +7.5% | +6.7% |
| 30D | +10.3% | +0.2% | +10.1% | +10.3% |
| 3M | -6.2% | -9.0% | +2.8% | -5.3% |
| 6M | +4.2% | -6.8% | +11.1% | +4.9% |
| YTD | -18.4% | -1.5% | -16.9% | -18.4% |
| 1Y | -14.9% | +10.9% | -25.9% | -15.9% |
| 3Y | -4.6% | +119.4% | -124.0% | -11.3% |
| 5Y | -27.4% | +57.5% | -84.9% | -31.8% |
| All | +124.0% | +109.0% | +15.0% | +115.4% |
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