+2,563.5%
DUK vs FHN
+1,803.6%
+760.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +0.7% | +2.7% | -2.0% | +0.4% |
| 30D | -2.0% | -3.1% | +1.1% | -1.7% |
| 3M | +0.2% | +2.3% | -2.1% | -0.1% |
| 6M | -6.9% | +9.7% | -16.6% | -8.1% |
| YTD | +6.1% | +4.7% | +1.4% | +5.2% |
| 1Y | +4.4% | +13.8% | -9.3% | +2.2% |
| 3Y | +49.1% | +131.6% | -82.4% | +30.5% |
| 5Y | +39.6% | +91.1% | -51.6% | +21.5% |
| 10Y | +125.1% | +126.6% | -1.5% | +81.1% |
| All | +2,563.5% | +1,803.6% | +760.0% | +1,422.9% |
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