+346.9%
ORCL vs FHN
+131.7%
+215.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | +1.2% | +4.1% | +5.1% |
| 30D | +10.0% | -4.7% | +14.7% | +11.0% |
| 3M | -32.6% | +3.5% | -36.1% | -33.1% |
| 6M | +4.9% | +7.8% | -2.9% | +3.2% |
| YTD | -17.8% | +5.9% | -23.6% | -19.0% |
| 1Y | -28.0% | +12.5% | -40.5% | -30.2% |
| 3Y | +36.0% | +117.2% | -81.2% | +15.5% |
| 5Y | +88.7% | +86.5% | +2.2% | +57.8% |
| All | +346.9% | +131.7% | +215.2% | +227.5% |
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