+1,706.1%
PLTR vs FHN
+211.0%
+1,495.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +10.7% | +1.3% | +9.4% | +10.2% |
| 30D | -17.8% | +2.8% | -20.6% | -18.5% |
| 3M | +0.3% | -8.9% | +9.2% | +3.6% |
| 6M | +26.2% | -0.7% | +26.9% | +25.9% |
| YTD | -3.5% | +0.1% | -3.5% | -4.3% |
| 1Y | -6.8% | +10.4% | -17.2% | -10.9% |
| 3Y | +772.3% | +128.8% | +643.5% | +579.7% |
| 5Y | +651.6% | +61.5% | +590.1% | +521.4% |
| All | +1,706.1% | +211.0% | +1,495.1% | +1,313.1% |
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