+89.7%
FHN vs DTE
+32.9%
+56.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.6% | -0.5% | -2.0% | -2.4% |
| 3M | 0.0% | -6.0% | +6.1% | +1.6% |
| 6M | +9.2% | -7.2% | +16.5% | +11.2% |
| YTD | +4.3% | +7.2% | -2.8% | +2.0% |
| 1Y | +10.8% | +4.1% | +6.7% | +9.0% |
| 3Y | +130.7% | +46.9% | +83.9% | +107.5% |
| All | +89.7% | +32.9% | +56.8% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling