+351.3%
FERG vs FHN
+128.3%
+223.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.6% | -1.2% | -1.4% | -2.4% |
| 30D | -8.9% | -4.8% | -4.1% | -8.4% |
| 3M | -2.0% | -0.7% | -1.3% | -2.0% |
| 6M | -3.2% | +10.6% | -13.8% | -4.2% |
| YTD | +1.5% | +4.6% | -3.1% | +1.0% |
| 1Y | +0.5% | +11.4% | -10.9% | -0.7% |
| 3Y | +50.4% | +132.3% | -81.8% | +40.9% |
| 5Y | +68.7% | +90.2% | -21.5% | +59.4% |
| All | +351.3% | +128.3% | +223.0% | +310.3% |
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