-54.3%
S vs FHN
+70.4%
-124.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -5.8% | +2.7% | -8.5% | -6.5% |
| 30D | -9.2% | -3.1% | -6.1% | -8.4% |
| 3M | +23.4% | +2.3% | +21.0% | +22.6% |
| 6M | +36.9% | +9.7% | +27.2% | +33.2% |
| YTD | +29.5% | +4.7% | +24.8% | +27.3% |
| 1Y | +5.4% | +13.8% | -8.3% | +1.1% |
| 3Y | +14.7% | +131.6% | -116.9% | -5.2% |
| 5Y | -71.5% | +91.1% | -162.7% | -73.4% |
| All | -54.3% | +70.4% | -124.6% | -59.2% |
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