+122.7%
FE vs FHN
+90.7%
+32.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +3.6% | +2.0% | +1.6% | +3.3% |
| 3M | +0.3% | -6.8% | +7.2% | +1.3% |
| 6M | +6.4% | -0.8% | +7.2% | +6.4% |
| YTD | +8.1% | +0.6% | +7.5% | +7.7% |
| 1Y | +4.6% | +11.5% | -6.9% | +2.5% |
| 3Y | +49.1% | +130.0% | -80.9% | +27.2% |
| 5Y | +46.1% | +60.8% | -14.7% | +27.3% |
| 10Y | +122.7% | +84.0% | +38.7% | +59.9% |
| All | +122.7% | +90.7% | +32.1% | +59.9% |
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