+386.6%
PSX vs FHN
+125.8%
+260.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +21.6% | -2.6% | +24.2% | +23.0% |
| 3M | +46.5% | 0.0% | +46.4% | +46.1% |
| 6M | +62.0% | +9.2% | +52.8% | +54.2% |
| YTD | +106.3% | +4.3% | +102.0% | +100.0% |
| 1Y | +103.0% | +10.8% | +92.2% | +90.2% |
| 3Y | +135.5% | +130.7% | +4.8% | +53.4% |
| 5Y | +368.5% | +87.4% | +281.2% | +195.1% |
| 10Y | +386.6% | +126.9% | +259.7% | +129.2% |
| All | +386.6% | +125.8% | +260.7% | +129.2% |
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