-5.3%
FSLY vs FHN
+128.4%
-133.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.8% |
| 7D | +11.2% | 0.0% | +11.1% | +11.1% |
| 30D | -18.2% | -2.6% | -15.6% | -17.4% |
| 3M | +21.9% | 0.0% | +21.9% | +22.1% |
| 6M | +4.0% | +9.2% | -5.2% | +2.3% |
| YTD | +123.1% | +4.3% | +118.7% | +121.1% |
| 1Y | +196.9% | +10.8% | +186.1% | +188.4% |
| 3Y | -1.3% | +130.7% | -132.0% | -20.5% |
| 5Y | -50.2% | +87.4% | -137.6% | -58.3% |
| All | -5.3% | +128.4% | -133.8% | -18.6% |
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