+291.3%
FHN vs FDS
+9,502.8%
-9,211.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.1% |
| 7D | +1.2% | -1.9% | +3.1% | +1.8% |
| 30D | -4.7% | +9.0% | -13.7% | -7.8% |
| 3M | +3.5% | +18.9% | -15.3% | -3.7% |
| 6M | +7.8% | +35.1% | -27.3% | -5.6% |
| YTD | +5.9% | +5.5% | +0.4% | 0.0% |
| 1Y | +12.5% | -16.8% | +29.3% | +14.6% |
| 3Y | +117.2% | -28.1% | +145.3% | +132.0% |
| 5Y | +86.5% | -17.4% | +104.0% | +85.6% |
| 10Y | +125.7% | +85.4% | +40.3% | +69.5% |
| All | +291.3% | +9,502.8% | -9,211.5% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling