+131.6%
IBM vs FHN
+126.5%
+5.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | -1.5% | -3.1% | +1.6% | -0.8% |
| 3M | -16.8% | +2.3% | -19.1% | -17.3% |
| 6M | -9.0% | +9.7% | -18.8% | -11.3% |
| YTD | -20.1% | +4.7% | -24.8% | -21.1% |
| 1Y | -7.0% | +13.8% | -20.8% | -10.3% |
| 3Y | +72.4% | +131.6% | -59.2% | +36.7% |
| 5Y | +112.0% | +91.1% | +20.8% | +64.0% |
| 10Y | +131.6% | +126.6% | +4.9% | +56.0% |
| All | +131.6% | +126.5% | +5.1% | +56.0% |
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