+559.1%
SCHD vs FHN
+458.8%
+100.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -1.1% | +2.7% | -3.8% | -1.8% |
| 30D | +1.5% | -3.1% | +4.6% | +2.3% |
| 3M | +7.4% | +2.3% | +5.1% | +6.6% |
| 6M | +12.4% | +9.7% | +2.6% | +9.4% |
| YTD | +27.5% | +4.7% | +22.8% | +25.4% |
| 1Y | +30.0% | +13.8% | +16.3% | +24.7% |
| 3Y | +56.5% | +131.6% | -75.1% | +21.9% |
| 5Y | +60.7% | +91.1% | -30.5% | +23.3% |
| 10Y | +237.8% | +126.6% | +111.1% | +124.3% |
| All | +559.1% | +458.8% | +100.4% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling