+280.3%
FITB vs FHN
+127.8%
+152.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -5.1% | -2.6% | -2.6% | -3.4% |
| 3M | +3.5% | 0.0% | +3.5% | +3.5% |
| 6M | +17.2% | +9.2% | +8.0% | +10.3% |
| YTD | +17.6% | +4.3% | +13.3% | +14.3% |
| 1Y | +23.4% | +10.8% | +12.6% | +14.4% |
| 3Y | +129.7% | +130.7% | -1.0% | +22.8% |
| 5Y | +68.4% | +87.4% | -18.9% | -11.4% |
| All | +280.3% | +127.8% | +152.5% | +60.2% |
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