-26.1%
FLUT vs FHN
+80.9%
-107.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | +5.0% | +2.8% | +2.2% | +4.6% |
| 3M | -16.4% | -8.9% | -7.5% | -15.4% |
| 6M | -14.6% | -0.7% | -13.9% | -14.6% |
| YTD | -61.9% | +0.1% | -62.0% | -61.9% |
| 1Y | -65.0% | +10.4% | -75.4% | -65.5% |
| 3Y | -44.8% | +128.8% | -173.6% | -49.1% |
| 5Y | -49.9% | +61.5% | -111.4% | -53.2% |
| All | -26.1% | +80.9% | -107.0% | -29.3% |
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