+36.6%
DRI vs FHN
+11.9%
+24.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +0.9% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | +16.2% | +1.9% | +14.3% | +15.7% |
| 3M | +8.4% | -6.9% | +15.3% | +10.3% |
| 6M | +19.0% | -3.1% | +22.1% | +19.5% |
| YTD | +28.8% | +0.6% | +28.2% | +28.0% |
| All | +36.6% | +11.9% | +24.7% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling