+74.2%
DRI vs FHN
+63.2%
+11.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.1% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | +16.2% | +1.9% | +14.3% | +15.9% |
| 3M | +8.4% | -6.9% | +15.3% | +9.7% |
| 6M | +19.0% | -3.1% | +22.1% | +19.5% |
| YTD | +28.8% | +0.6% | +28.2% | +28.4% |
| 1Y | +33.1% | +12.4% | +20.8% | +30.2% |
| 3Y | +70.8% | +133.7% | -62.9% | +49.6% |
| 5Y | +74.2% | +61.4% | +12.9% | +50.2% |
| All | +74.2% | +63.2% | +11.0% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling