+531.8%
FAST vs FHN
+94.7%
+437.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.8% | +0.9% | +3.9% | +4.6% |
| 30D | +8.6% | +2.1% | +6.5% | +8.1% |
| 3M | +5.7% | -6.0% | +11.7% | +7.2% |
| 6M | +25.5% | -2.9% | +28.4% | +26.2% |
| YTD | +39.6% | +0.7% | +38.9% | +39.1% |
| 1Y | +35.5% | +11.0% | +24.5% | +31.9% |
| 3Y | +96.2% | +130.3% | -34.1% | +59.2% |
| 5Y | +110.2% | +61.3% | +48.9% | +75.1% |
| 10Y | +531.8% | +89.6% | +442.2% | +411.6% |
| All | +531.8% | +94.7% | +437.1% | +411.6% |
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