+81.4%
FHN vs ALK
-45.9%
+127.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | +2.1% | -1.2% | +3.3% | +2.5% |
| 30D | +3.8% | +7.7% | -3.9% | -0.1% |
| 3M | -8.9% | -19.0% | +10.0% | -1.4% |
| 6M | +1.8% | -0.2% | +2.0% | -1.7% |
| YTD | +0.6% | -23.5% | +24.1% | +6.7% |
| 1Y | +12.9% | -9.1% | +22.1% | +10.1% |
| 3Y | +126.4% | +12.0% | +114.4% | +85.0% |
| 5Y | +62.3% | -30.9% | +93.1% | +59.8% |
| All | +81.4% | -45.9% | +127.4% | +61.8% |
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