+812.6%
PH vs FHN
+125.8%
+686.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.3% | -2.6% | -7.7% | -9.2% |
| 3M | +5.1% | 0.0% | +5.0% | +4.8% |
| 6M | +2.3% | +9.2% | -6.9% | -2.0% |
| YTD | +8.7% | +4.3% | +4.3% | +6.1% |
| 1Y | +26.8% | +10.8% | +16.0% | +19.6% |
| 3Y | +139.2% | +130.7% | +8.5% | +58.5% |
| 5Y | +251.1% | +87.4% | +163.7% | +124.7% |
| 10Y | +812.6% | +126.9% | +685.7% | +345.0% |
| All | +812.6% | +125.8% | +686.7% | +345.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling