+295.8%
FTI vs FHN
+128.3%
+167.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | -4.4% | -1.2% | -3.2% | -3.7% |
| 30D | +1.5% | -4.8% | +6.3% | +4.3% |
| 3M | +8.2% | -0.7% | +8.9% | +8.2% |
| 6M | +18.8% | +10.6% | +8.2% | +11.3% |
| YTD | +71.7% | +4.6% | +67.1% | +65.5% |
| 1Y | +90.0% | +11.4% | +78.7% | +75.1% |
| 3Y | +270.5% | +132.3% | +138.2% | +112.9% |
| 5Y | +1,084.5% | +90.2% | +994.4% | +543.9% |
| All | +295.8% | +128.3% | +167.5% | +79.2% |
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