+462.9%
META vs FHN
+81.8%
+381.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +5.2% | +2.1% | +3.0% | +4.7% |
| 30D | -13.0% | +3.8% | -16.8% | -13.7% |
| 3M | +7.9% | -8.9% | +16.9% | +10.1% |
| 6M | +4.2% | +1.8% | +2.4% | +3.7% |
| YTD | -2.5% | +0.6% | -3.1% | -2.9% |
| 1Y | +5.6% | +12.9% | -7.4% | +2.6% |
| 3Y | +96.8% | +126.4% | -29.6% | +65.0% |
| 5Y | +90.0% | +62.3% | +27.7% | +64.3% |
| All | +462.9% | +81.8% | +381.1% | +340.7% |
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