+119.4%
FHN vs DAR
+11.9%
+107.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.0% | -9.9% | +9.0% | +0.9% |
| 30D | +0.2% | -16.4% | +16.6% | +3.4% |
| 3M | -9.0% | -17.1% | +8.1% | -6.1% |
| 6M | -6.8% | -20.5% | +13.6% | -3.3% |
| YTD | -1.5% | +39.4% | -40.9% | -10.0% |
| 1Y | +10.9% | +57.2% | -46.3% | -1.6% |
| 3Y | +119.4% | +13.9% | +105.5% | +103.0% |
| All | +119.4% | +11.9% | +107.5% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling