+48.5%
FND vs FHN
+78.0%
-29.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -19.6% | -2.6% | -17.0% | -18.8% |
| 3M | -4.3% | 0.0% | -4.4% | -4.2% |
| 6M | -20.4% | +9.2% | -29.7% | -22.8% |
| YTD | -21.9% | +4.3% | -26.2% | -23.0% |
| 1Y | -45.2% | +10.8% | -55.9% | -47.4% |
| 3Y | -49.2% | +130.7% | -180.0% | -63.3% |
| 5Y | -61.8% | +87.4% | -149.2% | -73.1% |
| All | +48.5% | +78.0% | -29.6% | -3.9% |
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