+12.5%
STZ vs FHN
+94.7%
-82.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.3% | +0.9% | +4.4% | +5.2% |
| 30D | +19.6% | +2.1% | +17.5% | +19.1% |
| 3M | +10.0% | -6.0% | +15.9% | +11.4% |
| 6M | -0.3% | -2.9% | +2.7% | +0.3% |
| YTD | +8.6% | +0.7% | +7.9% | +8.1% |
| 1Y | +16.6% | +11.0% | +5.6% | +13.6% |
| 3Y | -34.8% | +130.3% | -165.1% | -47.6% |
| 5Y | -27.8% | +61.3% | -89.1% | -40.4% |
| 10Y | +12.5% | +89.6% | -77.1% | -18.8% |
| All | +12.5% | +94.7% | -82.2% | -18.8% |
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