+687.9%
NFLX vs FHN
+125.8%
+562.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -0.3% | -2.6% | +2.2% | -0.1% |
| 3M | -6.6% | 0.0% | -6.6% | -6.7% |
| 6M | -22.7% | +9.2% | -31.9% | -23.6% |
| YTD | -18.9% | +4.3% | -23.3% | -19.6% |
| 1Y | -39.8% | +10.8% | -50.6% | -40.8% |
| 3Y | +71.7% | +130.7% | -59.0% | +53.8% |
| 5Y | +27.2% | +87.4% | -60.1% | +15.5% |
| 10Y | +687.9% | +126.9% | +561.0% | +625.5% |
| All | +687.9% | +125.8% | +562.1% | +625.5% |
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