+481.9%
NYT vs FHN
+128.3%
+353.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | +4.6% | -4.8% | +9.4% | +5.5% |
| 3M | -9.6% | -0.7% | -8.9% | -9.6% |
| 6M | -14.0% | +10.6% | -24.6% | -15.9% |
| YTD | -2.8% | +4.6% | -7.4% | -4.1% |
| 1Y | +15.6% | +11.4% | +4.2% | +12.5% |
| 3Y | +56.3% | +132.3% | -75.9% | +29.0% |
| 5Y | +39.5% | +90.2% | -50.6% | +14.5% |
| All | +481.9% | +128.3% | +353.6% | +315.3% |
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