+346.7%
SHW vs FHN
+90.7%
+256.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | +11.1% | +2.0% | +9.1% | +10.7% |
| 3M | -2.2% | -6.8% | +4.7% | -0.5% |
| 6M | +14.3% | -0.8% | +15.1% | +14.6% |
| YTD | +10.6% | +0.6% | +10.0% | +10.4% |
| 1Y | +4.1% | +11.5% | -7.5% | +1.5% |
| 3Y | +42.9% | +130.0% | -87.1% | +16.8% |
| 5Y | +14.2% | +60.8% | -46.6% | -3.8% |
| 10Y | +346.7% | +84.0% | +262.8% | +219.6% |
| All | +346.7% | +90.7% | +256.1% | +219.6% |
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