+112.2%
DT vs FHN
+95.3%
+16.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.5% | 0.0% | -0.6% | -0.5% |
| 30D | +0.1% | -2.6% | +2.6% | +0.6% |
| 3M | +24.1% | 0.0% | +24.1% | +24.0% |
| 6M | +30.1% | +9.2% | +20.9% | +27.4% |
| YTD | +16.8% | +4.3% | +12.4% | +15.2% |
| 1Y | -0.1% | +10.8% | -10.9% | -2.9% |
| 3Y | +6.8% | +130.7% | -123.9% | -10.8% |
| 5Y | -28.4% | +87.4% | -115.7% | -40.0% |
| All | +112.2% | +95.3% | +16.9% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling