+539.5%
FICO vs FHN
+90.7%
+448.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +4.0% | -0.9% | +4.9% | +4.2% |
| 30D | -1.5% | +2.0% | -3.5% | -2.1% |
| 3M | -29.8% | -6.8% | -23.0% | -28.3% |
| 6M | -33.3% | -0.8% | -32.5% | -33.1% |
| YTD | -56.9% | +0.6% | -57.5% | -57.1% |
| 1Y | -59.5% | +11.5% | -71.0% | -61.0% |
| 3Y | -26.9% | +130.0% | -156.9% | -44.5% |
| 5Y | +92.9% | +60.8% | +32.1% | +51.8% |
| 10Y | +539.5% | +84.0% | +455.5% | +308.0% |
| All | +539.5% | +90.7% | +448.8% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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