+3,772.8%
SHOP vs FHN
+80.9%
+3,691.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +2.1% | +1.3% | +0.9% | +1.8% |
| 30D | -16.8% | +2.8% | -19.7% | -17.3% |
| 3M | -2.4% | -8.9% | +6.5% | -0.5% |
| 6M | +47.0% | -0.7% | +47.7% | +47.2% |
| YTD | -8.8% | +0.1% | -8.9% | -8.9% |
| 1Y | -6.3% | +10.4% | -16.7% | -8.1% |
| 3Y | +139.3% | +128.8% | +10.5% | +113.7% |
| 5Y | -12.1% | +61.5% | -73.6% | -19.4% |
| All | +3,772.8% | +80.9% | +3,691.9% | +3,239.7% |
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