+422.2%
FHN vs DAR
+1,373.4%
-951.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.3% |
| 7D | +0.9% | -3.8% | +4.7% | +1.3% |
| 30D | +2.1% | -14.4% | +16.5% | +3.5% |
| 3M | -6.0% | -17.9% | +11.9% | -4.3% |
| 6M | -2.9% | -18.3% | +15.4% | -1.4% |
| YTD | +0.7% | +43.2% | -42.5% | -3.2% |
| 1Y | +11.0% | +57.7% | -46.7% | +5.6% |
| 3Y | +130.3% | +22.7% | +107.5% | +122.1% |
| 5Y | +61.3% | -34.0% | +95.3% | +63.3% |
| 10Y | +89.6% | +279.5% | -189.9% | +67.5% |
| All | +422.2% | +1,373.4% | -951.2% | +328.9% |
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