+88.1%
FHN vs DAR
-11.0%
+99.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.2% | +1.4% | -0.2% | +0.8% |
| 30D | -4.7% | +12.8% | -17.5% | -7.6% |
| 3M | +3.5% | +7.4% | -3.8% | +1.4% |
| 6M | +7.8% | +22.3% | -14.4% | +1.9% |
| YTD | +5.9% | +81.1% | -75.2% | -9.4% |
| 1Y | +12.5% | +106.5% | -94.0% | -7.7% |
| 3Y | +117.2% | +5.3% | +111.9% | +106.0% |
| All | +88.1% | -11.0% | +99.1% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling