+267.7%
SAN vs FHN
+81.8%
+185.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.4% |
| 7D | +4.0% | +2.1% | +1.9% | +3.1% |
| 30D | -7.8% | +3.8% | -11.6% | -9.2% |
| 3M | -16.4% | -8.9% | -7.4% | -12.9% |
| 6M | +3.5% | +1.8% | +1.7% | +2.7% |
| YTD | +6.7% | +0.6% | +6.1% | +6.4% |
| 1Y | +14.5% | +12.9% | +1.6% | +8.6% |
| 3Y | +243.5% | +126.4% | +117.1% | +131.1% |
| 5Y | +296.2% | +62.3% | +233.9% | +177.6% |
| All | +267.7% | +81.8% | +185.9% | +121.1% |
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