+2,071.0%
STX vs FHN
+106.3%
+1,964.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.1% | +7.7% | +9.2% |
| 7D | -14.8% | -0.5% | -14.3% | -14.5% |
| 30D | -35.4% | +1.9% | -37.3% | -35.7% |
| 3M | -37.7% | -6.9% | -30.7% | -36.4% |
| 6M | -35.2% | -3.1% | -32.2% | -34.9% |
| YTD | +84.4% | +0.6% | +83.8% | +83.3% |
| 1Y | +82.3% | +12.4% | +69.9% | +75.5% |
| 3Y | +646.2% | +133.7% | +512.5% | +474.9% |
| 5Y | +487.4% | +61.4% | +426.1% | +373.6% |
| 10Y | +2,071.0% | +97.9% | +1,973.2% | +1,487.4% |
| All | +2,071.0% | +106.3% | +1,964.8% | +1,487.4% |
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