+126.6%
FHN vs WU
-39.5%
+166.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | -0.8% | -5.0% | +4.2% | +1.4% |
| 30D | -2.6% | -2.3% | -0.4% | -1.8% |
| 3M | +0.8% | -3.2% | +4.1% | +0.2% |
| 6M | +9.2% | -25.0% | +34.3% | +21.6% |
| YTD | +5.1% | -21.7% | +26.8% | +14.2% |
| 1Y | +12.2% | -9.0% | +21.2% | +12.3% |
| 3Y | +132.4% | -28.9% | +161.3% | +154.5% |
| 5Y | +91.1% | -51.0% | +142.1% | +147.1% |
| All | +126.6% | -39.5% | +166.0% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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