+227.5%
LOW vs FHN
+128.3%
+99.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.7% | -1.2% | -2.5% | -3.4% |
| 30D | -8.9% | -4.8% | -4.1% | -7.6% |
| 3M | -10.4% | -0.7% | -9.7% | -10.3% |
| 6M | -19.4% | +10.6% | -30.0% | -21.7% |
| YTD | -17.1% | +4.6% | -21.7% | -18.3% |
| 1Y | -26.3% | +11.4% | -37.6% | -28.9% |
| 3Y | -9.9% | +132.3% | -142.1% | -31.3% |
| 5Y | +6.1% | +90.2% | -84.0% | -20.4% |
| All | +227.5% | +128.3% | +99.2% | +114.4% |
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