+448.1%
NFLX vs FHN
+94.7%
+353.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | -10.0% | +2.1% | -12.1% | -10.2% |
| 3M | -17.1% | -6.0% | -11.1% | -16.5% |
| 6M | -27.7% | -2.9% | -24.8% | -27.5% |
| YTD | -32.5% | +0.7% | -33.2% | -32.8% |
| 1Y | -43.5% | +11.0% | -54.5% | -44.5% |
| 3Y | +41.4% | +130.3% | -88.8% | +26.6% |
| 5Y | -2.2% | +61.3% | -63.5% | -9.9% |
| 10Y | +448.1% | +89.6% | +358.5% | +437.9% |
| All | +448.1% | +94.7% | +353.4% | +437.9% |
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