+1,604.6%
MOD vs FHN
+125.4%
+1,479.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | +9.6% | +1.2% | +8.4% | +8.8% |
| 30D | 0.0% | -4.7% | +4.7% | +2.9% |
| 3M | -35.4% | +3.5% | -38.9% | -36.9% |
| 6M | -7.3% | +7.8% | -15.1% | -11.1% |
| YTD | +45.8% | +5.9% | +39.9% | +41.3% |
| 1Y | +43.1% | +12.5% | +30.7% | +33.2% |
| 3Y | +297.7% | +117.2% | +180.5% | +156.5% |
| 5Y | +1,478.8% | +86.5% | +1,392.2% | +863.9% |
| All | +1,604.6% | +125.4% | +1,479.1% | +680.2% |
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