+852.5%
STLD vs FHN
+109.0%
+743.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -11.1% | -1.0% | -10.1% | -10.6% |
| 30D | -4.8% | +0.2% | -5.0% | -4.9% |
| 3M | -14.6% | -9.0% | -5.6% | -10.2% |
| 6M | -7.4% | -6.8% | -0.6% | -4.1% |
| YTD | +32.6% | -1.5% | +34.1% | +33.2% |
| 1Y | +47.3% | +10.9% | +36.4% | +38.9% |
| 3Y | +107.5% | +119.4% | -11.8% | +33.3% |
| 5Y | +268.8% | +57.5% | +211.3% | +149.8% |
| All | +852.5% | +109.0% | +743.5% | +370.7% |
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