+422.5%
STM vs FHN
+106.3%
+316.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.6% | +6.0% |
| 7D | -5.6% | -0.5% | -5.1% | -5.3% |
| 30D | -14.4% | +1.9% | -16.4% | -15.0% |
| 3M | -20.5% | -6.9% | -13.5% | -18.4% |
| 6M | -24.5% | -3.1% | -21.4% | -23.8% |
| YTD | +72.7% | +0.6% | +72.1% | +72.0% |
| 1Y | +91.0% | +12.4% | +78.7% | +83.1% |
| 3Y | +13.5% | +133.7% | -120.2% | -16.1% |
| 5Y | -9.2% | +61.4% | -70.6% | -29.8% |
| 10Y | +422.5% | +97.9% | +324.7% | +276.8% |
| All | +422.5% | +106.3% | +316.3% | +276.8% |
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