+199.7%
MET vs FHN
+90.7%
+109.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | 0.0% | -0.9% | +0.9% | +0.5% |
| 30D | +3.4% | +2.0% | +1.3% | +2.3% |
| 3M | +7.0% | -6.8% | +13.8% | +10.9% |
| 6M | +34.6% | -0.8% | +35.4% | +34.9% |
| YTD | +34.0% | +0.6% | +33.4% | +32.9% |
| 1Y | +35.9% | +11.5% | +24.4% | +27.8% |
| 3Y | +85.5% | +130.0% | -44.5% | +16.6% |
| 5Y | +87.8% | +60.8% | +27.0% | +26.8% |
| 10Y | +199.7% | +84.0% | +115.7% | +75.8% |
| All | +199.7% | +90.7% | +109.0% | +75.8% |
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