+110.9%
MO vs FHN
+126.8%
-15.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | +7.1% | -5.4% | +12.6% | +8.0% |
| 3M | -2.0% | -1.4% | -0.5% | -1.8% |
| 6M | +7.3% | +9.9% | -2.6% | +5.6% |
| YTD | +23.5% | +3.9% | +19.6% | +22.3% |
| 1Y | +11.0% | +10.6% | +0.4% | +8.6% |
| 3Y | +95.0% | +130.7% | -35.7% | +64.2% |
| 5Y | +100.6% | +88.8% | +11.8% | +67.0% |
| All | +110.9% | +126.8% | -15.9% | +64.6% |
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