+123.4%
FE vs FHN
+81.8%
+41.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +1.2% | +2.1% | -0.9% | +0.9% |
| 30D | +4.5% | +3.8% | +0.7% | +4.0% |
| 3M | +1.3% | -8.9% | +10.3% | +2.7% |
| 6M | +8.7% | +1.8% | +6.8% | +8.3% |
| YTD | +9.2% | +0.6% | +8.6% | +8.8% |
| 1Y | +7.0% | +12.9% | -6.0% | +4.6% |
| 3Y | +51.4% | +126.4% | -75.0% | +29.5% |
| 5Y | +47.7% | +62.3% | -14.6% | +28.4% |
| All | +123.4% | +81.8% | +41.6% | +60.3% |
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