+61.7%
FHN vs DTE
+46.4%
+15.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.1% | +3.4% | -1.3% | +1.2% |
| 30D | +3.8% | +8.9% | -5.1% | +1.5% |
| 3M | -8.9% | +1.1% | -10.0% | -9.3% |
| 6M | +1.8% | +0.1% | +1.7% | +1.6% |
| YTD | +0.6% | +11.1% | -10.5% | -2.7% |
| 1Y | +12.9% | +4.9% | +8.0% | +11.0% |
| 3Y | +126.4% | +58.6% | +67.8% | +100.3% |
| All | +61.7% | +46.4% | +15.3% | +38.3% |
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