+125.5%
FHN vs SHAK
+87.2%
+38.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.2% |
| 7D | -1.2% | -8.3% | +7.1% | +0.8% |
| 30D | -4.8% | -12.6% | +7.8% | -1.9% |
| 3M | -0.7% | +9.1% | -9.8% | -3.5% |
| 6M | +10.6% | -31.2% | +41.9% | +17.8% |
| YTD | +4.6% | -21.6% | +26.2% | +7.3% |
| 1Y | +11.4% | -38.8% | +50.1% | +21.1% |
| 3Y | +132.3% | +0.6% | +131.6% | +112.4% |
| 5Y | +90.2% | -22.5% | +112.7% | +72.6% |
| All | +125.5% | +87.2% | +38.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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