+97.9%
FHN vs URA
+307.1%
-209.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.1% | +0.4% |
| 7D | -0.5% | +4.3% | -4.7% | -1.7% |
| 30D | +1.9% | -11.7% | +13.7% | +5.2% |
| 3M | -6.9% | -23.5% | +16.6% | -0.6% |
| 6M | -3.1% | -37.8% | +34.7% | +8.7% |
| YTD | +0.6% | -19.6% | +20.2% | +2.8% |
| 1Y | +12.4% | -24.8% | +37.1% | +16.6% |
| 3Y | +133.7% | +47.0% | +86.7% | +83.7% |
| 5Y | +61.4% | +35.4% | +26.0% | +24.5% |
| 10Y | +97.9% | +302.3% | -204.5% | -20.8% |
| All | +97.9% | +307.1% | -209.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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