+361.6%
PSX vs FHN
+81.8%
+279.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.5% |
| 7D | +7.8% | +2.1% | +5.7% | +6.8% |
| 30D | -10.9% | +3.8% | -14.7% | -12.4% |
| 3M | +14.5% | -8.9% | +23.4% | +19.1% |
| 6M | +56.1% | +1.8% | +54.3% | +53.9% |
| YTD | +109.6% | +0.6% | +109.0% | +106.1% |
| 1Y | +95.5% | +12.9% | +82.6% | +82.2% |
| 3Y | +156.2% | +126.4% | +29.8% | +68.4% |
| 5Y | +310.0% | +62.3% | +247.7% | +178.9% |
| All | +361.6% | +81.8% | +279.8% | +142.5% |
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