+130.9%
DPZ vs FHN
+94.7%
+36.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | +6.7% | +2.1% | +4.6% | +6.5% |
| 3M | -4.5% | -6.0% | +1.4% | -4.0% |
| 6M | +3.3% | -2.9% | +6.2% | +3.6% |
| YTD | -19.4% | +0.7% | -20.1% | -19.6% |
| 1Y | -17.3% | +11.0% | -28.3% | -18.2% |
| 3Y | -8.4% | +130.3% | -138.7% | -15.3% |
| 5Y | -28.2% | +61.3% | -89.5% | -32.9% |
| 10Y | +130.9% | +89.6% | +41.3% | +115.8% |
| All | +130.9% | +94.7% | +36.2% | +115.8% |
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