+125.5%
FHN vs DTE
+137.8%
-12.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | -1.2% | -2.6% | +1.4% | +0.4% |
| 30D | -4.8% | -4.4% | -0.4% | -2.1% |
| 3M | -0.7% | -8.3% | +7.6% | +4.6% |
| 6M | +10.6% | -8.1% | +18.7% | +15.9% |
| YTD | +4.6% | +4.4% | +0.2% | +0.5% |
| 1Y | +11.4% | +0.2% | +11.2% | +9.5% |
| 3Y | +132.3% | +42.6% | +89.6% | +75.6% |
| 5Y | +90.2% | +31.5% | +58.7% | +44.8% |
| All | +125.5% | +137.8% | -12.3% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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