+410.2%
SPYG vs FHN
+129.4%
+280.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | -1.9% | -2.6% | +0.7% | -1.4% |
| 3M | +5.2% | +0.8% | +4.3% | +4.8% |
| 6M | +15.6% | +9.2% | +6.3% | +13.1% |
| YTD | +12.4% | +5.1% | +7.3% | +10.8% |
| 1Y | +17.5% | +12.2% | +5.2% | +13.8% |
| 3Y | +98.1% | +132.4% | -34.3% | +62.9% |
| 5Y | +84.9% | +91.1% | -6.2% | +50.8% |
| All | +410.2% | +129.4% | +280.8% | +269.2% |
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