+64.0%
FHN vs DOC
-22.8%
+86.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.7% |
| 7D | +2.3% | +8.7% | -6.4% | -0.3% |
| 30D | +1.6% | +7.6% | -6.0% | -0.7% |
| 3M | -8.4% | -5.3% | -3.1% | -7.0% |
| 6M | -2.3% | +27.6% | -29.9% | -10.2% |
| YTD | +1.5% | +32.4% | -30.9% | -8.6% |
| 1Y | +15.0% | +22.9% | -7.8% | +6.3% |
| 3Y | +120.9% | +43.1% | +77.8% | +90.9% |
| 5Y | +64.0% | -21.4% | +85.4% | +59.9% |
| All | +64.0% | -22.8% | +86.8% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling