+1,814.8%
FHN vs DOC
+2,974.4%
-1,159.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.9% |
| 7D | +1.2% | -1.5% | +2.7% | +2.0% |
| 30D | -4.7% | -4.8% | +0.1% | -2.4% |
| 3M | +3.5% | +6.9% | -3.3% | -0.3% |
| 6M | +7.8% | +20.7% | -12.9% | -4.0% |
| YTD | +5.9% | +34.1% | -28.3% | -11.2% |
| 1Y | +12.5% | +22.6% | -10.2% | -1.7% |
| 3Y | +117.2% | +20.8% | +96.4% | +87.5% |
| 5Y | +86.5% | -24.9% | +111.4% | +100.7% |
| 10Y | +125.7% | -1.8% | +127.6% | +99.4% |
| All | +1,814.8% | +2,974.4% | -1,159.6% | +501.2% |
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