+79.8%
F vs FHN
+109.0%
-29.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.6% | -1.0% | +2.5% | +2.0% |
| 30D | +2.6% | +0.2% | +2.4% | +2.6% |
| 3M | -8.8% | -9.0% | +0.2% | -5.2% |
| 6M | +4.6% | -6.8% | +11.5% | +7.4% |
| YTD | -1.9% | -1.5% | -0.4% | -1.7% |
| 1Y | -0.8% | +10.9% | -11.7% | -5.4% |
| 3Y | +43.5% | +119.4% | -75.9% | -1.0% |
| 5Y | -12.1% | +57.5% | -69.6% | -36.8% |
| All | +79.8% | +109.0% | -29.2% | +0.8% |
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