+236.1%
PODD vs FHN
+125.8%
+110.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -6.9% | 0.0% | -6.9% | -6.9% |
| 30D | -3.5% | -2.6% | -0.9% | -3.1% |
| 3M | -13.6% | 0.0% | -13.6% | -13.7% |
| 6M | -42.6% | +9.2% | -51.9% | -43.5% |
| YTD | -51.5% | +4.3% | -55.8% | -51.9% |
| 1Y | -60.9% | +10.8% | -71.7% | -61.7% |
| 3Y | -19.8% | +130.7% | -150.5% | -30.4% |
| 5Y | -54.4% | +87.4% | -141.7% | -60.5% |
| 10Y | +236.1% | +126.9% | +109.2% | +134.9% |
| All | +236.1% | +125.8% | +110.2% | +134.9% |
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