+131.3%
FHN vs DOC
-2.1%
+133.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | +1.2% | -1.5% | +2.7% | +1.9% |
| 30D | -4.7% | -4.8% | +0.1% | -2.6% |
| 3M | +3.5% | +6.9% | -3.3% | +0.1% |
| 6M | +7.8% | +20.7% | -12.9% | -2.8% |
| YTD | +5.9% | +34.1% | -28.3% | -9.8% |
| 1Y | +12.5% | +22.6% | -10.2% | -0.4% |
| 3Y | +117.2% | +20.8% | +96.4% | +90.0% |
| 5Y | +86.5% | -24.9% | +111.4% | +103.5% |
| All | +131.3% | -2.1% | +133.3% | +110.3% |
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