+97.9%
FHN vs ALLY
+201.0%
-103.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | +1.9% | +3.4% | -1.5% | -0.2% |
| 3M | -6.9% | -11.1% | +4.1% | -0.2% |
| 6M | -3.1% | -11.5% | +8.4% | +3.7% |
| YTD | +0.6% | -12.3% | +12.9% | +7.5% |
| 1Y | +12.4% | +1.1% | +11.3% | +9.9% |
| 3Y | +133.7% | +64.8% | +68.9% | +63.1% |
| 5Y | +61.4% | -6.9% | +68.2% | +48.2% |
| 10Y | +97.9% | +194.9% | -97.1% | -24.1% |
| All | +97.9% | +201.0% | -103.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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