+47.8%
STLA vs FHN
+126.5%
-78.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.6% |
| 7D | +0.7% | +2.7% | -1.9% | -0.2% |
| 30D | -2.4% | -3.1% | +0.7% | -1.3% |
| 3M | -23.9% | +2.3% | -26.2% | -24.8% |
| 6M | -24.6% | +9.7% | -34.4% | -27.5% |
| YTD | -50.5% | +4.7% | -55.2% | -51.7% |
| 1Y | -39.8% | +13.8% | -53.6% | -43.3% |
| 3Y | -65.6% | +131.6% | -197.2% | -75.6% |
| 5Y | -62.1% | +91.1% | -153.2% | -74.1% |
| 10Y | +47.8% | +126.6% | -78.9% | -15.9% |
| All | +47.8% | +126.5% | -78.7% | -15.9% |
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