+126.6%
FHN vs URA
+371.9%
-245.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -2.0% |
| 7D | +2.7% | +8.1% | -5.4% | +0.4% |
| 30D | -3.1% | +5.8% | -8.9% | -4.9% |
| 3M | +2.3% | +3.4% | -1.1% | +0.4% |
| 6M | +9.7% | -2.6% | +12.4% | +8.5% |
| YTD | +4.7% | +11.2% | -6.4% | -1.6% |
| 1Y | +13.8% | +19.8% | -6.1% | +2.5% |
| 3Y | +131.6% | +121.5% | +10.1% | +62.0% |
| 5Y | +91.1% | +134.5% | -43.3% | +19.8% |
| 10Y | +126.6% | +376.7% | -250.0% | -12.0% |
| All | +126.6% | +371.9% | -245.3% | -12.0% |
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