+311.1%
SPOT vs FHN
+72.6%
+238.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.3% |
| 7D | +1.6% | +2.1% | -0.5% | +1.3% |
| 30D | +16.9% | +3.8% | +13.1% | +16.3% |
| 3M | +23.0% | -8.9% | +31.9% | +24.7% |
| 6M | +42.2% | +1.8% | +40.4% | +41.5% |
| YTD | +5.5% | +0.6% | +4.9% | +4.9% |
| 1Y | -5.1% | +12.9% | -18.0% | -7.4% |
| 3Y | +257.9% | +126.4% | +131.5% | +212.8% |
| 5Y | +118.4% | +62.3% | +56.1% | +95.7% |
| All | +311.1% | +72.6% | +238.6% | +224.1% |
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