+294.9%
SCHW vs FHN
+128.3%
+166.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -1.9% | -1.2% | -0.7% | -1.3% |
| 30D | -1.6% | -4.8% | +3.2% | +0.6% |
| 3M | +21.3% | -0.7% | +22.0% | +21.4% |
| 6M | +16.5% | +10.6% | +5.9% | +10.6% |
| YTD | +8.4% | +4.6% | +3.8% | +5.5% |
| 1Y | +15.6% | +11.4% | +4.3% | +8.4% |
| 3Y | +86.8% | +132.3% | -45.4% | +19.4% |
| 5Y | +60.5% | +90.2% | -29.6% | +2.2% |
| All | +294.9% | +128.3% | +166.6% | +120.0% |
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