+120.1%
FHN vs DOC
+43.2%
+77.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -2.3% | +6.2% | -8.5% | -4.1% |
| 30D | -0.9% | +6.5% | -7.4% | -2.9% |
| 3M | -11.0% | -6.2% | -4.8% | -9.4% |
| 6M | -5.4% | +25.6% | -31.0% | -12.7% |
| YTD | -1.2% | +32.1% | -33.2% | -11.3% |
| 1Y | +10.5% | +20.3% | -9.8% | +3.0% |
| All | +120.1% | +43.2% | +77.0% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling