+358.2%
PSX vs FHN
+80.9%
+277.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +6.4% | +1.3% | +5.2% | +5.8% |
| 30D | -10.2% | +2.8% | -13.0% | -11.4% |
| 3M | +17.2% | -8.9% | +26.1% | +21.8% |
| 6M | +51.8% | -0.7% | +52.5% | +51.3% |
| YTD | +108.0% | +0.1% | +107.9% | +105.1% |
| 1Y | +96.1% | +10.4% | +85.7% | +84.7% |
| 3Y | +155.9% | +128.8% | +27.0% | +67.4% |
| 5Y | +306.9% | +61.5% | +245.4% | +177.4% |
| All | +358.2% | +80.9% | +277.3% | +141.3% |
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