-10.4%
FLUT vs FHN
+125.8%
-136.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +5.4% | -2.6% | +7.9% | +5.7% |
| 3M | -10.8% | 0.0% | -10.8% | -10.8% |
| 6M | -9.2% | +9.2% | -18.5% | -10.4% |
| YTD | -53.8% | +4.3% | -58.2% | -54.1% |
| 1Y | -66.0% | +10.8% | -76.7% | -66.5% |
| 3Y | -44.7% | +130.7% | -175.4% | -49.1% |
| 5Y | -50.6% | +87.4% | -137.9% | -54.2% |
| 10Y | -10.4% | +126.9% | -137.3% | -17.3% |
| All | -10.4% | +125.8% | -136.2% | -17.3% |
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