+2,761.7%
DUK vs FHN
+1,728.2%
+1,033.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +1.9% | +2.1% | -0.2% | +1.7% |
| 30D | +8.9% | +3.8% | +5.1% | +8.4% |
| 3M | +5.6% | -8.9% | +14.5% | +6.8% |
| 6M | +7.0% | +1.8% | +5.2% | +6.6% |
| YTD | +14.0% | +0.6% | +13.5% | +13.7% |
| 1Y | +9.1% | +12.9% | -3.8% | +7.0% |
| 3Y | +67.6% | +126.4% | -58.8% | +47.2% |
| 5Y | +56.6% | +62.3% | -5.7% | +39.6% |
| 10Y | +159.8% | +84.0% | +75.8% | +115.0% |
| All | +2,761.7% | +1,728.2% | +1,033.5% | +1,544.5% |
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