+592.8%
ON vs FHN
+126.6%
+466.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.4% | -3.9% |
| 7D | -2.2% | +2.7% | -4.8% | -3.5% |
| 30D | -12.4% | -3.1% | -9.3% | -11.0% |
| 3M | -41.2% | +2.3% | -43.6% | -42.1% |
| 6M | +25.0% | +9.7% | +15.3% | +18.9% |
| YTD | +31.3% | +4.7% | +26.5% | +27.4% |
| 1Y | +45.4% | +13.8% | +31.7% | +34.6% |
| 3Y | -27.4% | +131.6% | -159.0% | -53.7% |
| 5Y | +58.5% | +91.1% | -32.7% | -4.1% |
| All | +592.8% | +126.6% | +466.1% | +245.8% |
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