+507.3%
MAR vs FHN
+81.8%
+425.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.0% | -0.9% | +1.9% | +1.4% |
| 30D | +16.2% | +2.0% | +14.2% | +15.3% |
| 3M | +23.1% | -6.8% | +29.9% | +26.3% |
| 6M | +22.0% | -0.8% | +22.7% | +21.9% |
| YTD | +39.2% | +0.6% | +38.6% | +38.0% |
| 1Y | +48.3% | +11.5% | +36.7% | +41.1% |
| 3Y | +123.4% | +130.0% | -6.6% | +56.9% |
| 5Y | +185.4% | +60.8% | +124.6% | +108.4% |
| All | +507.3% | +81.8% | +425.5% | +262.2% |
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