+125.5%
FHN vs SNY
+64.5%
+61.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.2% | -3.3% | +2.1% | -0.3% |
| 30D | -4.8% | -2.2% | -2.6% | -4.3% |
| 3M | -0.7% | -3.0% | +2.3% | -0.1% |
| 6M | +10.6% | +2.7% | +7.9% | +9.5% |
| YTD | +4.6% | -6.8% | +11.4% | +6.2% |
| 1Y | +11.4% | -5.3% | +16.6% | +12.3% |
| 3Y | +132.3% | -9.8% | +142.0% | +131.5% |
| 5Y | +90.2% | +9.7% | +80.5% | +70.4% |
| All | +125.5% | +64.5% | +61.0% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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