+222.9%
SAP vs FHN
+106.3%
+116.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.3% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +10.5% | +1.9% | +8.6% | +10.1% |
| 3M | +15.2% | -6.9% | +22.1% | +16.6% |
| 6M | +36.7% | -3.1% | +39.8% | +37.2% |
| YTD | -0.6% | +0.6% | -1.1% | -1.1% |
| 1Y | -4.1% | +12.4% | -16.5% | -6.7% |
| 3Y | +73.2% | +133.7% | -60.5% | +45.7% |
| 5Y | +74.1% | +61.4% | +12.8% | +50.1% |
| 10Y | +222.9% | +97.9% | +125.1% | +165.0% |
| All | +222.9% | +106.3% | +116.7% | +165.0% |
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