+421.6%
FHN vs DAR
+1,400.9%
-979.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.5% | +1.7% |
| 7D | -0.5% | -2.8% | +2.3% | -0.2% |
| 30D | +1.9% | -12.8% | +14.8% | +3.2% |
| 3M | -6.9% | -11.6% | +4.6% | -6.0% |
| 6M | -3.1% | -16.8% | +13.7% | -1.7% |
| YTD | +0.6% | +45.9% | -45.3% | -3.5% |
| 1Y | +12.4% | +61.5% | -49.1% | +6.7% |
| 3Y | +133.7% | +23.0% | +110.7% | +125.3% |
| 5Y | +61.4% | -35.8% | +97.2% | +63.7% |
| 10Y | +97.9% | +280.4% | -182.5% | +74.7% |
| All | +421.6% | +1,400.9% | -979.3% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling