+397.5%
SPYG vs FHN
+81.8%
+315.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +2.3% | +2.1% | +0.2% | +1.9% |
| 30D | -6.5% | +3.8% | -10.2% | -7.2% |
| 3M | -6.8% | -8.9% | +2.1% | -5.0% |
| 6M | -3.1% | +1.8% | -5.0% | -3.7% |
| YTD | +8.0% | +0.6% | +7.4% | +7.5% |
| 1Y | +10.2% | +12.9% | -2.7% | +6.8% |
| 3Y | +91.0% | +126.4% | -35.4% | +58.0% |
| 5Y | +67.7% | +62.3% | +5.5% | +42.3% |
| All | +397.5% | +81.8% | +315.7% | +283.9% |
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