+787.1%
STLD vs FHN
+94.7%
+692.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | -4.7% | +0.9% | -5.6% | -5.1% |
| 30D | -0.9% | +2.1% | -3.0% | -2.0% |
| 3M | -11.9% | -6.0% | -5.9% | -9.0% |
| 6M | +0.9% | -2.9% | +3.8% | +2.3% |
| YTD | +40.4% | +0.7% | +39.7% | +39.4% |
| 1Y | +56.6% | +11.0% | +45.6% | +47.7% |
| 3Y | +125.5% | +130.3% | -4.8% | +41.7% |
| 5Y | +292.8% | +61.3% | +231.5% | +163.7% |
| 10Y | +787.1% | +89.6% | +697.5% | +396.7% |
| All | +787.1% | +94.7% | +692.3% | +396.7% |
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