+7,178.3%
STRL vs FHN
+126.5%
+7,051.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.8% |
| 7D | +10.1% | +2.7% | +7.4% | +8.6% |
| 30D | -8.2% | -3.1% | -5.1% | -6.7% |
| 3M | -43.7% | +2.3% | -46.0% | -44.6% |
| 6M | +27.1% | +9.7% | +17.4% | +21.6% |
| YTD | +64.0% | +4.7% | +59.3% | +60.2% |
| 1Y | +75.2% | +13.8% | +61.4% | +63.4% |
| 3Y | +539.9% | +131.6% | +408.3% | +325.4% |
| 5Y | +2,133.0% | +91.1% | +2,041.8% | +1,332.5% |
| 10Y | +7,178.3% | +126.6% | +7,051.6% | +3,946.8% |
| All | +7,178.3% | +126.5% | +7,051.8% | +3,946.8% |
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