+743.6%
FN vs FHN
+109.0%
+634.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +12.0% | +11.8% |
| 7D | 0.0% | -1.0% | +0.9% | +0.3% |
| 30D | -34.3% | +0.2% | -34.5% | -34.4% |
| 3M | -39.9% | -9.0% | -30.9% | -38.1% |
| 6M | -51.8% | -6.8% | -45.0% | -50.9% |
| YTD | -28.1% | -1.5% | -26.6% | -28.0% |
| 1Y | -29.1% | +10.9% | -40.0% | -31.5% |
| 3Y | +102.4% | +119.4% | -16.9% | +60.7% |
| 5Y | +171.7% | +57.5% | +114.1% | +121.7% |
| All | +743.6% | +109.0% | +634.5% | +598.2% |
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