+361.0%
ORLY vs FHN
+128.3%
+232.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.4% | -1.2% | -1.1% | -2.1% |
| 30D | -6.8% | -4.8% | -2.0% | -6.0% |
| 3M | -4.8% | -0.7% | -4.0% | -4.6% |
| 6M | -9.1% | +10.6% | -19.7% | -10.8% |
| YTD | -5.9% | +4.6% | -10.5% | -6.9% |
| 1Y | -20.4% | +11.4% | -31.8% | -22.4% |
| 3Y | +36.6% | +132.3% | -95.7% | +13.1% |
| 5Y | +117.3% | +90.2% | +27.2% | +77.2% |
| All | +361.0% | +128.3% | +232.7% | +232.4% |
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