+380.3%
NDAQ vs FHN
+125.8%
+254.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -1.5% | -2.6% | +1.1% | -0.9% |
| 3M | +8.0% | 0.0% | +8.0% | +7.9% |
| 6M | +7.7% | +9.2% | -1.5% | +5.3% |
| YTD | -2.3% | +4.3% | -6.7% | -3.7% |
| 1Y | +0.6% | +10.8% | -10.2% | -2.4% |
| 3Y | +90.9% | +130.7% | -39.8% | +55.9% |
| 5Y | +52.5% | +87.4% | -34.9% | +23.4% |
| 10Y | +380.3% | +126.9% | +253.4% | +234.1% |
| All | +380.3% | +125.8% | +254.5% | +234.1% |
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