+126.6%
FHN vs ARWR
+1,075.6%
-948.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +2.7% | +2.9% | -0.2% | +2.4% |
| 30D | -3.1% | -2.9% | -0.2% | -2.9% |
| 3M | +2.3% | +15.2% | -12.9% | +0.6% |
| 6M | +9.7% | +42.3% | -32.5% | +5.4% |
| YTD | +4.7% | +28.2% | -23.5% | +1.4% |
| 1Y | +13.8% | +213.2% | -199.5% | +0.1% |
| 3Y | +131.6% | +184.6% | -53.1% | +97.2% |
| 5Y | +91.1% | +29.2% | +61.9% | +68.9% |
| 10Y | +126.6% | +1,012.5% | -885.9% | +77.6% |
| All | +126.6% | +1,075.6% | -948.9% | +77.6% |
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