+246.0%
ORCL vs FHN
+94.7%
+151.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -6.5% | +0.9% | -7.4% | -6.6% |
| 30D | -16.6% | +2.1% | -18.6% | -16.9% |
| 3M | -21.6% | -6.0% | -15.6% | -20.7% |
| 6M | -39.4% | -2.9% | -36.4% | -39.2% |
| YTD | -38.7% | +0.7% | -39.4% | -39.1% |
| 1Y | -50.4% | +11.0% | -61.4% | -51.6% |
| 3Y | +8.1% | +130.3% | -122.2% | -9.0% |
| 5Y | +34.5% | +61.3% | -26.7% | +16.1% |
| 10Y | +246.0% | +89.6% | +156.4% | +181.9% |
| All | +246.0% | +94.7% | +151.3% | +181.9% |
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