+117.6%
DT vs FHN
+98.1%
+19.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.3% | +1.2% | -4.5% | -3.5% |
| 30D | +2.0% | -4.7% | +6.7% | +3.0% |
| 3M | +20.0% | +3.5% | +16.5% | +19.0% |
| 6M | +39.3% | +7.8% | +31.5% | +36.8% |
| YTD | +19.8% | +5.9% | +13.9% | +17.8% |
| 1Y | +4.3% | +12.5% | -8.2% | +1.0% |
| 3Y | +7.7% | +117.2% | -109.5% | -9.2% |
| 5Y | -26.8% | +86.5% | -113.4% | -38.7% |
| All | +117.6% | +98.1% | +19.5% | +72.0% |
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