+60.3%
SCHD vs FHN
+87.6%
-27.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -0.8% | -2.6% | +1.8% | -0.4% |
| 3M | +6.2% | +0.8% | +5.4% | +6.0% |
| 6M | +11.8% | +9.2% | +2.6% | +10.0% |
| YTD | +26.0% | +5.1% | +20.8% | +24.6% |
| 1Y | +28.1% | +12.2% | +15.9% | +25.0% |
| 3Y | +54.6% | +132.4% | -77.8% | +34.2% |
| 5Y | +60.3% | +91.1% | -30.8% | +35.2% |
| All | +60.3% | +87.6% | -27.3% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling