+2,393.1%
PWR vs FHN
+129.4%
+2,263.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -7.7% | -2.6% | -5.1% | -6.9% |
| 3M | -4.9% | +0.8% | -5.8% | -5.5% |
| 6M | +9.7% | +9.2% | +0.5% | +6.0% |
| YTD | +46.7% | +5.1% | +41.6% | +43.3% |
| 1Y | +58.7% | +12.2% | +46.5% | +50.6% |
| 3Y | +200.7% | +132.4% | +68.3% | +112.3% |
| 5Y | +438.6% | +91.1% | +347.5% | +268.8% |
| All | +2,393.1% | +129.4% | +2,263.7% | +1,330.5% |
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