+125.5%
FHN vs FLR
+19.7%
+105.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -1.2% | -3.5% | +2.3% | -0.2% |
| 30D | -4.8% | +4.2% | -9.0% | -6.2% |
| 3M | -0.7% | +8.1% | -8.8% | -4.5% |
| 6M | +10.6% | +21.5% | -10.9% | +1.2% |
| YTD | +4.6% | +36.8% | -32.2% | -8.3% |
| 1Y | +11.4% | +31.2% | -19.8% | -2.0% |
| 3Y | +132.3% | +53.9% | +78.4% | +84.5% |
| 5Y | +90.2% | +243.0% | -152.9% | +9.6% |
| All | +125.5% | +19.7% | +105.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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