+433.8%
MAR vs FHN
+128.3%
+305.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -0.5% | -1.2% | +0.7% | -0.1% |
| 30D | -5.4% | -4.8% | -0.6% | -3.7% |
| 3M | -15.5% | -0.7% | -14.8% | -15.4% |
| 6M | +3.0% | +10.6% | -7.7% | -1.2% |
| YTD | +8.5% | +4.6% | +3.9% | +6.1% |
| 1Y | +26.0% | +11.4% | +14.6% | +19.7% |
| 3Y | +68.6% | +132.3% | -63.7% | +18.1% |
| 5Y | +157.4% | +90.2% | +67.2% | +73.8% |
| All | +433.8% | +128.3% | +305.5% | +203.1% |
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