+889.6%
MSFT vs FHN
+126.6%
+763.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -1.4% | +2.7% | -4.1% | -1.8% |
| 30D | -1.0% | -3.1% | +2.1% | -0.5% |
| 3M | +20.2% | +2.3% | +17.8% | +19.5% |
| 6M | +21.3% | +9.7% | +11.5% | +19.0% |
| YTD | +2.8% | +4.7% | -1.9% | +1.5% |
| 1Y | 0.0% | +13.8% | -13.8% | -3.0% |
| 3Y | +51.2% | +131.6% | -80.3% | +28.1% |
| 5Y | +71.4% | +91.1% | -19.7% | +43.4% |
| All | +889.6% | +126.6% | +763.0% | +657.3% |
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