+7,085.5%
DRI vs FHN
+494.4%
+6,591.1%
-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% | -0.5% | -0.5% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | +3.8% | -4.7% | +8.5% | +5.4% |
| 3M | +13.0% | +3.5% | +9.5% | +11.6% |
| 6M | +8.3% | +7.8% | +0.5% | +5.4% |
| YTD | +20.6% | +5.9% | +14.7% | +17.9% |
| 1Y | +6.5% | +12.5% | -6.0% | +1.4% |
| 3Y | +53.7% | +117.2% | -63.5% | +15.2% |
| 5Y | +72.7% | +86.5% | -13.9% | +26.2% |
| 10Y | +363.2% | +125.7% | +237.4% | +206.5% |
| All | +7,085.5% | +494.4% | +6,591.1% | +3,023.6% |
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