+271.8%
FHN vs FDS
+10,290.2%
-10,018.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -0.5% | -5.0% | +4.5% | +1.2% |
| 30D | +1.9% | +13.8% | -11.8% | -2.6% |
| 3M | -6.9% | +14.8% | -21.8% | -12.1% |
| 6M | -3.1% | +47.4% | -50.4% | -17.5% |
| YTD | +0.6% | +14.2% | -13.6% | -8.1% |
| 1Y | +12.4% | +26.6% | -14.3% | -1.5% |
| 3Y | +133.7% | -24.4% | +158.1% | +143.9% |
| 5Y | +61.4% | -22.6% | +84.0% | +63.8% |
| 10Y | +97.9% | +130.0% | -32.1% | +37.6% |
| All | +271.8% | +10,290.2% | -10,018.5% | +30.0% |
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