+334.8%
SAN vs FHN
+126.5%
+208.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +3.3% | +2.7% | +0.7% | +2.2% |
| 30D | +1.1% | -3.1% | +4.2% | +2.4% |
| 3M | +22.2% | +2.3% | +19.9% | +20.8% |
| 6M | +36.0% | +9.7% | +26.3% | +30.8% |
| YTD | +28.2% | +4.7% | +23.5% | +25.6% |
| 1Y | +54.1% | +13.8% | +40.4% | +44.9% |
| 3Y | +354.2% | +131.6% | +222.7% | +202.4% |
| 5Y | +387.3% | +91.1% | +296.1% | +214.3% |
| 10Y | +334.8% | +126.6% | +208.2% | +143.7% |
| All | +334.8% | +126.5% | +208.3% | +143.7% |
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