+655.3%
P vs FHN
+90.7%
+564.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.5% |
| 7D | -4.7% | -0.9% | -3.8% | -4.2% |
| 30D | -31.4% | +2.0% | -33.5% | -31.9% |
| 3M | -2.6% | -6.8% | +4.2% | -0.1% |
| 6M | +21.9% | -0.8% | +22.7% | +22.1% |
| YTD | +58.9% | +0.6% | +58.3% | +58.0% |
| 1Y | +21.7% | +11.5% | +10.2% | +16.4% |
| 3Y | +193.3% | +130.0% | +63.3% | +116.4% |
| 5Y | +275.1% | +60.8% | +214.3% | +188.6% |
| 10Y | +655.3% | +84.0% | +571.3% | +398.0% |
| All | +655.3% | +90.7% | +564.7% | +398.0% |
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