+1,735.3%
FHN vs DOC
+2,934.4%
-1,199.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.1% |
| 7D | +2.3% | +8.7% | -6.4% | -2.1% |
| 30D | +1.6% | +7.6% | -6.0% | -2.3% |
| 3M | -8.4% | -5.3% | -3.1% | -6.1% |
| 6M | -2.3% | +27.6% | -29.9% | -15.4% |
| YTD | +1.5% | +32.4% | -30.9% | -14.5% |
| 1Y | +15.0% | +22.9% | -7.8% | +0.5% |
| 3Y | +120.9% | +43.1% | +77.8% | +74.2% |
| 5Y | +64.0% | -21.4% | +85.4% | +72.0% |
| 10Y | +120.6% | +16.8% | +103.8% | +78.0% |
| All | +1,735.3% | +2,934.4% | -1,199.1% | +478.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling