+713.9%
PH vs FHN
+94.7%
+619.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.1% | +0.9% | +1.2% | +1.7% |
| 30D | +0.3% | +2.1% | -1.8% | -0.8% |
| 3M | -8.8% | -6.0% | -2.8% | -6.3% |
| 6M | +10.0% | -2.9% | +13.0% | +11.1% |
| YTD | +10.5% | +0.7% | +9.8% | +9.5% |
| 1Y | +15.5% | +11.0% | +4.5% | +9.3% |
| 3Y | +136.4% | +130.3% | +6.1% | +57.2% |
| 5Y | +213.6% | +61.3% | +152.3% | +118.6% |
| 10Y | +713.9% | +89.6% | +624.3% | +347.4% |
| All | +713.9% | +94.7% | +619.2% | +347.4% |
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