+38.8%
PYPL vs FHN
+125.8%
-87.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -4.3% | 0.0% | -4.4% | -4.3% |
| 30D | -11.5% | -2.6% | -8.9% | -10.9% |
| 3M | +26.1% | 0.0% | +26.1% | +25.9% |
| 6M | +13.7% | +9.2% | +4.4% | +10.8% |
| YTD | -9.8% | +4.3% | -14.2% | -11.6% |
| 1Y | -22.1% | +10.8% | -32.8% | -24.8% |
| 3Y | -13.5% | +130.7% | -144.2% | -30.4% |
| 5Y | -81.6% | +87.4% | -169.0% | -85.1% |
| 10Y | +38.8% | +126.9% | -88.1% | -0.7% |
| All | +38.8% | +125.8% | -87.0% | -0.7% |
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