+127.7%
FHN vs SPY
+314.4%
-186.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.5% |
| 7D | +2.7% | +0.5% | +2.1% | +2.0% |
| 30D | -3.1% | -0.9% | -2.2% | -2.1% |
| 3M | +2.3% | +3.9% | -1.5% | -2.4% |
| 6M | +9.7% | +14.5% | -4.8% | -6.5% |
| YTD | +4.7% | +12.9% | -8.2% | -9.3% |
| 1Y | +13.8% | +19.4% | -5.6% | -7.6% |
| 3Y | +131.6% | +78.5% | +53.1% | +20.0% |
| 5Y | +91.1% | +81.8% | +9.4% | -5.8% |
| All | +127.7% | +314.4% | -186.7% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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