+755.5%
FN vs FHN
+80.9%
+674.6%
-60.8%
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 | +20.8% | +1.3% | +19.5% | +20.4% |
| 30D | -17.3% | +2.8% | -20.1% | -18.1% |
| 3M | -38.1% | -8.9% | -29.2% | -36.3% |
| 6M | -44.2% | -0.7% | -43.5% | -44.3% |
| YTD | -22.3% | +0.1% | -22.4% | -22.5% |
| 1Y | -20.9% | +10.4% | -31.3% | -23.5% |
| 3Y | +111.1% | +128.8% | -17.7% | +65.3% |
| 5Y | +191.8% | +61.5% | +130.4% | +135.9% |
| All | +755.5% | +80.9% | +674.6% | +551.8% |
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