+88.1%
FHN vs FDS
-17.4%
+105.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.5% |
| 7D | +1.2% | -1.9% | +3.1% | +1.5% |
| 30D | -4.7% | +9.0% | -13.7% | -6.3% |
| 3M | +3.5% | +18.9% | -15.3% | -0.1% |
| 6M | +7.8% | +35.1% | -27.3% | +0.5% |
| YTD | +5.9% | +5.5% | +0.4% | +4.9% |
| 1Y | +12.5% | -16.8% | +29.3% | +19.4% |
| 3Y | +117.2% | -28.1% | +145.3% | +141.9% |
| All | +88.1% | -17.4% | +105.5% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling