+54.4%
PYPL vs FHN
+81.8%
-27.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +0.1% | +2.1% | -2.1% | -0.5% |
| 30D | +5.7% | +3.8% | +1.9% | +4.7% |
| 3M | -1.9% | -8.9% | +7.0% | +0.4% |
| 6M | +31.8% | +1.8% | +30.0% | +30.9% |
| YTD | +2.4% | +0.6% | +1.9% | +1.3% |
| 1Y | -8.2% | +12.9% | -21.2% | -12.1% |
| 3Y | +10.2% | +126.4% | -116.2% | -11.1% |
| 5Y | -71.2% | +62.3% | -133.5% | -75.9% |
| All | +54.4% | +81.8% | -27.4% | +11.7% |
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