+284.1%
SHW vs FHN
+125.8%
+158.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -11.4% | -2.6% | -8.8% | -10.9% |
| 3M | +3.5% | 0.0% | +3.5% | +3.5% |
| 6M | -3.4% | +9.2% | -12.6% | -5.2% |
| YTD | -0.3% | +4.3% | -4.7% | -1.4% |
| 1Y | -10.4% | +10.8% | -21.2% | -12.8% |
| 3Y | +21.3% | +130.7% | -109.4% | -1.1% |
| 5Y | +12.9% | +87.4% | -74.5% | -8.8% |
| 10Y | +284.1% | +126.9% | +157.2% | +152.8% |
| All | +284.1% | +125.8% | +158.3% | +152.8% |
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