+126.6%
FHN vs NWSA
+148.8%
-22.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -0.8% | -4.8% | +4.0% | +1.9% |
| 30D | -2.6% | +3.0% | -5.6% | -4.3% |
| 3M | +0.8% | +9.3% | -8.5% | -4.8% |
| 6M | +9.2% | +23.2% | -14.0% | -4.2% |
| YTD | +5.1% | +13.3% | -8.2% | -4.1% |
| 1Y | +12.2% | +2.9% | +9.3% | +7.8% |
| 3Y | +132.4% | +43.3% | +89.1% | +84.1% |
| 5Y | +91.1% | +40.9% | +50.2% | +45.8% |
| All | +126.6% | +148.8% | -22.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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