+65.2%
PR vs FHN
+109.0%
-43.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | -16.4% | -1.0% | -15.4% | -16.0% |
| 30D | -1.9% | +0.2% | -2.1% | -2.3% |
| 3M | +8.0% | -9.0% | +16.9% | +13.8% |
| 6M | +4.1% | -6.8% | +10.9% | +7.3% |
| YTD | +58.7% | -1.5% | +60.2% | +56.0% |
| 1Y | +75.8% | +10.9% | +64.9% | +59.7% |
| 3Y | +73.2% | +119.4% | -46.2% | -3.4% |
| 5Y | +230.1% | +57.5% | +172.6% | +93.8% |
| All | +65.2% | +109.0% | -43.8% | +6.8% |
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