+126.6%
FHN vs FDS
+77.6%
+49.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.6% |
| 7D | +2.7% | -5.4% | +8.0% | +4.9% |
| 30D | -3.1% | +1.6% | -4.7% | -4.1% |
| 3M | +2.3% | +17.7% | -15.4% | -5.8% |
| 6M | +9.7% | +29.1% | -19.3% | -5.1% |
| YTD | +4.7% | +1.0% | +3.8% | +0.6% |
| 1Y | +13.8% | -21.6% | +35.4% | +23.2% |
| 3Y | +131.6% | -30.1% | +161.7% | +163.2% |
| 5Y | +91.1% | -20.7% | +111.9% | +92.2% |
| 10Y | +126.6% | +78.3% | +48.4% | +34.9% |
| All | +126.6% | +77.6% | +49.1% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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