-28.1%
DT vs FHN
+88.9%
-117.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | -4.9% | +2.7% | -7.5% | -5.4% |
| 30D | +2.7% | -3.1% | +5.8% | +3.3% |
| 3M | +20.0% | +2.3% | +17.6% | +19.3% |
| 6M | +28.0% | +9.7% | +18.3% | +25.4% |
| YTD | +16.0% | +4.7% | +11.3% | +14.5% |
| 1Y | +0.7% | +13.8% | -13.0% | -2.5% |
| 3Y | +6.2% | +131.6% | -125.4% | -8.4% |
| 5Y | -28.1% | +91.1% | -119.3% | -39.3% |
| All | -28.1% | +88.9% | -117.1% | -39.3% |
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