+354.0%
DRI vs FHN
+126.5%
+227.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -1.2% | +2.7% | -3.9% | -2.3% |
| 30D | -0.4% | -3.1% | +2.7% | +0.9% |
| 3M | +9.5% | +2.3% | +7.2% | +8.2% |
| 6M | +6.5% | +9.7% | -3.3% | +1.8% |
| YTD | +18.4% | +4.7% | +13.7% | +15.2% |
| 1Y | +4.2% | +13.8% | -9.5% | -3.0% |
| 3Y | +57.1% | +131.6% | -74.5% | +1.1% |
| 5Y | +70.4% | +91.1% | -20.7% | +2.3% |
| 10Y | +354.0% | +126.6% | +227.4% | +94.2% |
| All | +354.0% | +126.5% | +227.5% | +94.2% |
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