+448.2%
NFLX vs FHN
+81.8%
+366.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.0% | +2.1% | -4.1% | -2.2% |
| 30D | -11.9% | +3.8% | -15.7% | -12.3% |
| 3M | -20.6% | -8.9% | -11.6% | -19.7% |
| 6M | -29.0% | +1.8% | -30.8% | -29.3% |
| YTD | -33.7% | +0.6% | -34.3% | -34.0% |
| 1Y | -46.2% | +12.9% | -59.1% | -47.2% |
| 3Y | +39.8% | +126.4% | -86.6% | +25.3% |
| 5Y | -9.0% | +62.3% | -71.2% | -16.2% |
| All | +448.2% | +81.8% | +366.3% | +424.4% |
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