+393.1%
DXCM vs FHN
+90.7%
+302.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -9.2% | -0.9% | -8.3% | -9.0% |
| 30D | -6.5% | +2.0% | -8.5% | -6.8% |
| 3M | -10.3% | -6.8% | -3.4% | -9.2% |
| 6M | +35.4% | -0.8% | +36.2% | +35.6% |
| YTD | +21.1% | +0.6% | +20.5% | +20.8% |
| 1Y | +38.2% | +11.5% | +26.7% | +35.5% |
| 3Y | -14.6% | +130.0% | -144.5% | -25.6% |
| 5Y | -49.6% | +60.8% | -110.4% | -54.9% |
| 10Y | +393.1% | +84.0% | +309.1% | +290.4% |
| All | +393.1% | +90.7% | +302.4% | +290.4% |
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