-44.7%
S vs FHN
+63.6%
-108.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +5.9% | +7.5% |
| 7D | +1.6% | -0.5% | +2.0% | +1.8% |
| 30D | -10.5% | +1.9% | -12.4% | -10.9% |
| 3M | +9.9% | -6.9% | +16.8% | +12.0% |
| 6M | +41.8% | -3.1% | +44.8% | +42.9% |
| YTD | +56.8% | +0.6% | +56.2% | +55.8% |
| 1Y | +39.0% | +12.4% | +26.6% | +33.9% |
| 3Y | +53.8% | +133.7% | -79.9% | +27.7% |
| 5Y | -68.6% | +61.4% | -129.9% | -71.4% |
| All | -44.7% | +63.6% | -108.3% | -50.0% |
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