+145.0%
SBUX vs FHN
+81.8%
+63.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +1.6% | +2.1% | -0.6% | +1.0% |
| 30D | +14.8% | +3.8% | +11.0% | +13.7% |
| 3M | -0.8% | -8.9% | +8.1% | +1.8% |
| 6M | +2.2% | +1.8% | +0.4% | +1.6% |
| YTD | +29.5% | +0.6% | +28.9% | +28.9% |
| 1Y | +27.0% | +12.9% | +14.1% | +22.4% |
| 3Y | +10.9% | +126.4% | -115.4% | -13.4% |
| 5Y | +7.4% | +62.3% | -54.9% | -13.7% |
| All | +145.0% | +81.8% | +63.1% | +61.4% |
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