+251.6%
ORCL vs FHN
+106.3%
+145.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.8% |
| 7D | +0.5% | -0.5% | +0.9% | +0.6% |
| 30D | -15.3% | +1.9% | -17.2% | -15.6% |
| 3M | -18.2% | -6.9% | -11.3% | -17.2% |
| 6M | -38.4% | -3.1% | -35.4% | -38.2% |
| YTD | -37.7% | +0.6% | -38.3% | -38.1% |
| 1Y | -49.3% | +12.4% | -61.6% | -50.7% |
| 3Y | +10.6% | +133.7% | -123.1% | -7.1% |
| 5Y | +35.5% | +61.4% | -25.9% | +16.9% |
| 10Y | +251.6% | +97.9% | +153.7% | +185.5% |
| All | +251.6% | +106.3% | +145.3% | +185.5% |
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