+81.0%
FHN vs REPL
+39.1%
+41.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.8% | +2.0% |
| 7D | -0.5% | +14.2% | -14.7% | -1.0% |
| 30D | +1.9% | +65.9% | -63.9% | -0.3% |
| 3M | -6.9% | +84.6% | -91.5% | -9.5% |
| 6M | -3.1% | +446.9% | -450.0% | -13.5% |
| YTD | +0.6% | +129.0% | -128.4% | -9.2% |
| 1Y | +12.4% | +167.9% | -155.5% | +0.4% |
| 3Y | +133.7% | +93.9% | +39.8% | +77.7% |
| 5Y | +61.4% | -33.0% | +94.3% | +35.7% |
| All | +81.0% | +39.1% | +41.9% | +10.6% |
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