+121.0%
FE vs FHN
+80.9%
+40.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.3% | +1.3% | -1.5% | -0.5% |
| 30D | +3.9% | +2.8% | +1.1% | +3.4% |
| 3M | -0.1% | -8.9% | +8.8% | +1.2% |
| 6M | +6.1% | -0.7% | +6.8% | +6.1% |
| YTD | +8.1% | +0.1% | +8.0% | +7.7% |
| 1Y | +4.4% | +10.4% | -6.0% | +2.5% |
| 3Y | +49.0% | +128.8% | -79.8% | +27.2% |
| 5Y | +46.1% | +61.5% | -15.3% | +27.2% |
| All | +121.0% | +80.9% | +40.1% | +58.7% |
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