+89.6%
FHN vs SFM
+138.5%
-48.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.3% |
| 7D | +0.9% | -6.9% | +7.8% | +1.7% |
| 30D | +2.1% | -25.0% | +27.1% | +4.8% |
| 3M | -6.0% | -42.7% | +36.8% | -0.7% |
| 6M | -2.9% | -41.0% | +38.1% | +1.8% |
| YTD | +0.7% | -38.7% | +39.4% | +4.6% |
| 1Y | +11.0% | -38.1% | +49.1% | +15.1% |
| 3Y | +130.3% | +19.3% | +110.9% | +118.5% |
| 5Y | +61.3% | +103.1% | -41.8% | +39.1% |
| 10Y | +89.6% | +131.1% | -41.5% | +56.5% |
| All | +89.6% | +138.5% | -48.9% | +56.5% |
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