+111.5%
SYY vs FHN
+129.4%
-17.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | -2.3% | -2.6% | +0.3% | -1.5% |
| 3M | +5.5% | +0.8% | +4.6% | +5.0% |
| 6M | -1.0% | +9.2% | -10.2% | -4.4% |
| YTD | +14.1% | +5.1% | +9.0% | +11.4% |
| 1Y | +5.6% | +12.2% | -6.7% | 0.0% |
| 3Y | +27.9% | +132.4% | -104.5% | -12.9% |
| 5Y | +22.7% | +91.1% | -68.4% | -20.6% |
| All | +111.5% | +129.4% | -17.9% | +1.7% |
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