+707.9%
P vs FHN
+106.3%
+601.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +5.5% |
| 7D | -9.6% | -0.5% | -9.1% | -9.3% |
| 30D | -33.4% | +1.9% | -35.4% | -33.9% |
| 3M | +14.2% | -6.9% | +21.1% | +17.2% |
| 6M | +31.6% | -3.1% | +34.6% | +32.8% |
| YTD | +53.5% | +0.6% | +52.9% | +52.6% |
| 1Y | +14.2% | +12.4% | +1.8% | +8.8% |
| 3Y | +190.5% | +133.7% | +56.8% | +112.8% |
| 5Y | +256.3% | +61.4% | +195.0% | +173.2% |
| 10Y | +707.9% | +97.9% | +610.0% | +376.8% |
| All | +707.9% | +106.3% | +601.6% | +376.8% |
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