+463.1%
STM vs FHN
+90.7%
+372.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +1.4% | -0.9% | +2.3% | +1.9% |
| 30D | -8.4% | +2.0% | -10.4% | -8.9% |
| 3M | -15.8% | -6.8% | -9.0% | -13.7% |
| 6M | -22.8% | -0.8% | -22.1% | -22.7% |
| YTD | +79.4% | +0.6% | +78.8% | +78.7% |
| 1Y | +97.0% | +11.5% | +85.4% | +89.2% |
| 3Y | +14.2% | +130.0% | -115.8% | -15.3% |
| 5Y | -4.5% | +60.8% | -65.3% | -26.1% |
| 10Y | +463.1% | +84.0% | +379.1% | +274.6% |
| All | +463.1% | +90.7% | +372.4% | +274.6% |
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