+107.8%
FHN vs ALK
-41.7%
+149.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.6% |
| 7D | -1.0% | +9.0% | -10.0% | -4.9% |
| 30D | +0.2% | -1.6% | +1.9% | +0.3% |
| 3M | -9.0% | -23.2% | +14.2% | +0.9% |
| 6M | -6.8% | -3.9% | -3.0% | -8.4% |
| YTD | -1.5% | -22.6% | +21.1% | +4.1% |
| 1Y | +10.9% | -5.3% | +16.3% | +6.2% |
| 3Y | +119.4% | +18.6% | +100.8% | +74.6% |
| 5Y | +57.5% | -34.4% | +91.9% | +60.0% |
| All | +107.8% | -41.7% | +149.5% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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