+265.3%
SAN vs FHN
+80.9%
+184.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +1.0% | +1.3% | -0.3% | +0.5% |
| 30D | -9.4% | +2.8% | -12.2% | -10.4% |
| 3M | -17.1% | -8.9% | -8.2% | -13.7% |
| 6M | +2.2% | -0.7% | +2.9% | +2.4% |
| YTD | +6.0% | +0.1% | +5.9% | +5.9% |
| 1Y | +12.7% | +10.4% | +2.3% | +8.0% |
| 3Y | +242.1% | +128.8% | +113.3% | +129.1% |
| 5Y | +293.6% | +61.5% | +232.1% | +176.4% |
| All | +265.3% | +80.9% | +184.4% | +120.1% |
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