+108.5%
FHN vs DOC
+14.9%
+93.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -2.3% | +6.2% | -8.5% | -5.0% |
| 30D | -0.9% | +6.5% | -7.4% | -3.9% |
| 3M | -11.0% | -6.2% | -4.8% | -8.6% |
| 6M | -5.4% | +25.6% | -31.0% | -16.4% |
| YTD | -1.2% | +32.1% | -33.2% | -15.5% |
| 1Y | +10.5% | +20.3% | -9.8% | -1.2% |
| 3Y | +115.1% | +42.7% | +72.4% | +72.2% |
| 5Y | +58.1% | -22.2% | +80.2% | +68.9% |
| All | +108.5% | +14.9% | +93.6% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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