+1,814.8%
FHN vs DTE
+3,490.8%
-1,676.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -4.7% | -2.6% | -2.1% | -3.4% |
| 3M | +3.5% | -3.9% | +7.5% | +5.6% |
| 6M | +7.8% | -7.9% | +15.7% | +12.2% |
| YTD | +5.9% | +7.2% | -1.3% | +1.1% |
| 1Y | +12.5% | +3.1% | +9.4% | +9.4% |
| 3Y | +117.2% | +47.6% | +69.6% | +70.8% |
| 5Y | +86.5% | +32.7% | +53.8% | +51.0% |
| 10Y | +125.7% | +138.8% | -13.0% | +33.8% |
| All | +1,814.8% | +3,490.8% | -1,676.0% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling