+107.8%
FHN vs SUI
+115.7%
-8.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.3% |
| 7D | -1.0% | +6.2% | -7.2% | -3.5% |
| 30D | +0.2% | +8.6% | -8.4% | -3.4% |
| 3M | -9.0% | +1.0% | -10.0% | -9.7% |
| 6M | -6.8% | -2.6% | -4.2% | -6.3% |
| YTD | -1.5% | -0.1% | -1.4% | -2.3% |
| 1Y | +10.9% | +0.5% | +10.5% | +9.7% |
| 3Y | +119.4% | +15.3% | +104.1% | +99.4% |
| 5Y | +57.5% | -26.1% | +83.7% | +72.1% |
| All | +107.8% | +115.7% | -8.0% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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