+55.3%
O vs FHN
+125.8%
-70.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -2.4% | -2.6% | +0.1% | -1.9% |
| 3M | -0.6% | 0.0% | -0.6% | -0.7% |
| 6M | -5.0% | +9.2% | -14.2% | -7.1% |
| YTD | +10.4% | +4.3% | +6.0% | +8.8% |
| 1Y | +6.6% | +10.8% | -4.2% | +3.1% |
| 3Y | +28.4% | +130.7% | -102.3% | -0.5% |
| 5Y | +15.3% | +87.4% | -72.1% | -13.5% |
| 10Y | +55.3% | +126.9% | -71.6% | -8.8% |
| All | +55.3% | +125.8% | -70.5% | -8.8% |
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