+379.6%
META vs FHN
+125.4%
+254.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | +1.2% | +5.5% | +6.4% |
| 30D | +4.8% | -4.7% | +9.5% | +5.8% |
| 3M | -1.6% | +3.5% | -5.2% | -2.4% |
| 6M | -7.5% | +7.8% | -15.3% | -9.0% |
| YTD | -6.4% | +5.9% | -12.3% | -7.7% |
| 1Y | -17.3% | +12.5% | -29.8% | -19.8% |
| 3Y | +109.9% | +117.2% | -7.3% | +77.4% |
| 5Y | +65.4% | +86.5% | -21.2% | +38.9% |
| All | +379.6% | +125.4% | +254.2% | +259.7% |
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