+97.9%
FHN vs ARWR
+921.6%
-823.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.3% | +17.5% | +3.7% |
| 7D | -0.5% | -17.3% | +16.9% | +1.3% |
| 30D | +1.9% | -21.5% | +23.5% | +4.2% |
| 3M | -6.9% | -43.8% | +36.9% | -1.8% |
| 6M | -3.1% | -32.3% | +29.2% | -0.1% |
| YTD | +0.6% | -25.8% | +26.4% | +2.2% |
| 1Y | +12.4% | +25.5% | -13.2% | +7.5% |
| 3Y | +133.7% | +84.1% | +49.6% | +105.3% |
| 5Y | +61.4% | -39.2% | +100.6% | +52.5% |
| 10Y | +97.9% | +1,072.4% | -974.5% | +55.9% |
| All | +97.9% | +921.6% | -823.7% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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