+89.6%
FHN vs SM
+4.2%
+85.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +0.9% | -19.5% | +20.4% | +4.8% |
| 30D | +2.1% | -20.2% | +22.3% | +6.0% |
| 3M | -6.0% | -6.5% | +0.5% | -5.7% |
| 6M | -2.9% | +1.6% | -4.5% | -5.3% |
| YTD | +0.7% | +61.2% | -60.5% | -11.7% |
| 1Y | +11.0% | +65.4% | -54.4% | -3.4% |
| 3Y | +130.3% | -13.0% | +143.3% | +122.1% |
| 5Y | +61.3% | -4.3% | +65.6% | +44.7% |
| 10Y | +89.6% | +3.0% | +86.6% | -3.5% |
| All | +89.6% | +4.2% | +85.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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