+149.9%
IBM vs FHN
+106.3%
+43.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | -0.1% |
| 7D | -2.5% | -0.5% | -2.1% | -2.4% |
| 30D | +8.4% | +1.9% | +6.4% | +7.8% |
| 3M | +4.5% | -6.9% | +11.4% | +6.2% |
| 6M | +7.9% | -3.1% | +11.0% | +8.6% |
| YTD | -15.2% | +0.6% | -15.8% | -15.5% |
| 1Y | -17.6% | +12.4% | -29.9% | -20.1% |
| 3Y | +82.1% | +133.7% | -51.7% | +44.1% |
| 5Y | +143.3% | +61.4% | +82.0% | +98.3% |
| 10Y | +149.9% | +97.9% | +52.1% | +80.4% |
| All | +149.9% | +106.3% | +43.7% | +80.4% |
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