+547.9%
FAST vs FHN
+106.3%
+441.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.5% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | +8.1% | +1.9% | +6.1% | +7.6% |
| 3M | +5.8% | -6.9% | +12.7% | +7.5% |
| 6M | +24.9% | -3.1% | +27.9% | +25.6% |
| YTD | +38.9% | +0.6% | +38.3% | +38.5% |
| 1Y | +36.5% | +12.4% | +24.1% | +32.5% |
| 3Y | +98.1% | +133.7% | -35.6% | +60.2% |
| 5Y | +109.3% | +61.4% | +48.0% | +74.2% |
| 10Y | +547.9% | +97.9% | +450.1% | +407.7% |
| All | +547.9% | +106.3% | +441.7% | +407.7% |
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