+7,537.5%
DRI vs FHN
+465.4%
+7,072.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.2% | +0.9% | +3.3% | +3.9% |
| 30D | +15.7% | +2.1% | +13.6% | +14.9% |
| 3M | +5.8% | -6.0% | +11.7% | +7.8% |
| 6M | +18.4% | -2.9% | +21.4% | +19.2% |
| YTD | +28.2% | +0.7% | +27.5% | +27.2% |
| 1Y | +35.9% | +11.0% | +24.9% | +30.6% |
| 3Y | +67.7% | +130.3% | -62.5% | +23.5% |
| 5Y | +77.9% | +61.3% | +16.6% | +36.5% |
| 10Y | +338.7% | +89.6% | +249.1% | +205.4% |
| All | +7,537.5% | +465.4% | +7,072.1% | +3,271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling