+81.0%
FHN vs REPL
+36.1%
+44.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.1% |
| 7D | -0.9% | +5.3% | -6.2% | -1.1% |
| 30D | +2.0% | +66.6% | -64.6% | -0.2% |
| 3M | -6.8% | +59.6% | -66.4% | -8.9% |
| 6M | -0.8% | +482.4% | -483.1% | -11.8% |
| YTD | +0.6% | +124.1% | -123.5% | -9.1% |
| 1Y | +11.5% | +138.6% | -127.0% | +0.3% |
| 3Y | +130.0% | +96.0% | +33.9% | +74.3% |
| 5Y | +60.8% | -35.4% | +96.2% | +35.7% |
| All | +81.0% | +36.1% | +44.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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