-9.7%
STZ vs FHN
+125.4%
-135.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | +1.2% | -3.1% | -2.2% |
| 30D | -1.9% | -4.7% | +2.8% | -0.9% |
| 3M | -6.2% | +3.5% | -9.8% | -7.0% |
| 6M | -14.0% | +7.8% | -21.8% | -15.5% |
| YTD | -5.1% | +5.9% | -11.0% | -6.5% |
| 1Y | -9.6% | +12.5% | -22.0% | -12.3% |
| 3Y | -47.2% | +117.2% | -164.4% | -56.8% |
| 5Y | -33.6% | +86.5% | -120.1% | -47.1% |
| All | -9.7% | +125.4% | -135.1% | -37.7% |
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