+127.7%
FHN vs SFM
+296.2%
-168.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.3% |
| 7D | +2.7% | -5.8% | +8.5% | +3.3% |
| 30D | -3.1% | -11.4% | +8.3% | -1.9% |
| 3M | +2.3% | -12.2% | +14.5% | +3.5% |
| 6M | +9.7% | -5.2% | +14.9% | +9.6% |
| YTD | +4.7% | -4.5% | +9.2% | +4.3% |
| 1Y | +13.8% | -45.4% | +59.1% | +21.2% |
| 3Y | +131.6% | +91.1% | +40.5% | +109.7% |
| 5Y | +91.1% | +226.8% | -135.6% | +57.0% |
| All | +127.7% | +296.2% | -168.5% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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