+243.2%
INTC vs FHN
+129.4%
+113.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.8% |
| 7D | +9.4% | -0.8% | +10.2% | +9.6% |
| 30D | +2.7% | -2.6% | +5.3% | +3.4% |
| 3M | -6.3% | +0.8% | -7.1% | -6.6% |
| 6M | +114.5% | +9.2% | +105.2% | +109.1% |
| YTD | +171.9% | +5.1% | +166.8% | +168.3% |
| 1Y | +305.0% | +12.2% | +292.8% | +291.7% |
| 3Y | +168.3% | +132.4% | +35.9% | +116.0% |
| 5Y | +102.3% | +91.1% | +11.2% | +60.0% |
| All | +243.2% | +129.4% | +113.7% | +160.2% |
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