+66.5%
DRI vs FHN
+131.2%
-64.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.1% | +2.1% | -1.1% | +0.5% |
| 30D | +9.7% | +3.8% | +5.9% | +8.7% |
| 3M | +3.2% | -8.9% | +12.1% | +5.5% |
| 6M | +20.6% | +1.8% | +18.8% | +19.7% |
| YTD | +28.3% | +0.6% | +27.7% | +27.5% |
| 1Y | +34.5% | +12.9% | +21.6% | +29.9% |
| 3Y | +66.5% | +126.4% | -59.8% | +37.9% |
| All | +66.5% | +131.2% | -64.7% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling