+447.8%
SCHG vs FHN
+128.3%
+319.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -1.0% | -1.2% | +0.2% | -0.8% |
| 30D | -1.3% | -4.8% | +3.5% | -0.2% |
| 3M | +5.4% | -0.7% | +6.2% | +5.5% |
| 6M | +14.4% | +10.6% | +3.8% | +11.6% |
| YTD | +8.0% | +4.6% | +3.4% | +6.6% |
| 1Y | +12.7% | +11.4% | +1.4% | +9.4% |
| 3Y | +85.6% | +132.3% | -46.7% | +52.1% |
| 5Y | +85.5% | +90.2% | -4.6% | +50.9% |
| All | +447.8% | +128.3% | +319.5% | +291.1% |
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