+196.7%
TECH vs FHN
+106.3%
+90.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | +0.5% | +1.9% | -1.4% | +0.1% |
| 3M | +0.9% | -6.9% | +7.8% | +2.2% |
| 6M | +51.0% | -3.1% | +54.1% | +51.9% |
| YTD | +24.4% | +0.6% | +23.8% | +24.0% |
| 1Y | +27.6% | +12.4% | +15.2% | +24.4% |
| 3Y | +29.9% | +133.7% | -103.8% | +10.6% |
| 5Y | -40.6% | +61.4% | -102.0% | -48.1% |
| 10Y | +196.7% | +97.9% | +98.9% | +136.2% |
| All | +196.7% | +106.3% | +90.5% | +136.2% |
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