+826.4%
FN vs FHN
+106.3%
+720.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.1% | +9.7% | +11.2% |
| 7D | +16.3% | -0.5% | +16.7% | +16.5% |
| 30D | -24.7% | +1.9% | -26.7% | -25.2% |
| 3M | -34.9% | -6.9% | -28.0% | -33.4% |
| 6M | -41.1% | -3.1% | -38.0% | -40.7% |
| YTD | -19.6% | +0.6% | -20.2% | -20.0% |
| 1Y | -18.5% | +12.4% | -30.9% | -21.5% |
| 3Y | +119.1% | +133.7% | -14.6% | +70.5% |
| 5Y | +206.9% | +61.4% | +145.6% | +148.2% |
| 10Y | +826.4% | +97.9% | +728.6% | +618.0% |
| All | +826.4% | +106.3% | +720.2% | +618.0% |
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