+58.8%
T vs FHN
+94.7%
-35.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | +0.9% | +1.7% | +2.4% |
| 30D | -1.1% | +2.1% | -3.2% | -1.5% |
| 3M | -7.7% | -6.0% | -1.8% | -6.7% |
| 6M | -10.6% | -2.9% | -7.7% | -10.2% |
| YTD | -7.5% | +0.7% | -8.2% | -8.0% |
| 1Y | -7.4% | +11.0% | -18.4% | -9.9% |
| 3Y | +63.1% | +130.3% | -67.2% | +31.7% |
| 5Y | +55.2% | +61.3% | -6.1% | +28.9% |
| 10Y | +58.8% | +89.6% | -30.8% | +19.6% |
| All | +58.8% | +94.7% | -35.9% | +19.6% |
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