+2,038.9%
STX vs FHN
+80.9%
+1,958.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +16.8% | +1.3% | +15.6% | +16.5% |
| 30D | -27.0% | +2.8% | -29.9% | -27.6% |
| 3M | -37.9% | -8.9% | -29.0% | -36.2% |
| 6M | -32.5% | -0.7% | -31.8% | -32.6% |
| YTD | +98.6% | +0.1% | +98.5% | +97.7% |
| 1Y | +93.6% | +10.4% | +83.2% | +87.4% |
| 3Y | +699.1% | +128.8% | +570.3% | +520.2% |
| 5Y | +481.0% | +61.5% | +419.5% | +368.9% |
| All | +2,038.9% | +80.9% | +1,958.0% | +1,562.6% |
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