-47.6%
S vs FHN
+62.8%
-110.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -6.1% |
| 7D | +4.1% | +1.3% | +2.8% | +3.8% |
| 30D | -7.2% | +2.8% | -10.0% | -7.8% |
| 3M | 0.0% | -8.9% | +8.9% | +2.5% |
| 6M | +41.6% | -0.7% | +42.3% | +41.8% |
| YTD | +48.6% | +0.1% | +48.5% | +47.8% |
| 1Y | +30.0% | +10.4% | +19.6% | +25.9% |
| 3Y | +42.2% | +128.8% | -86.7% | +18.4% |
| 5Y | -70.8% | +61.5% | -132.3% | -73.3% |
| All | -47.6% | +62.8% | -110.3% | -52.6% |
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