+1,001.8%
TER vs FHN
+106.3%
+895.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.1% | +10.6% | +12.0% |
| 7D | -5.8% | -0.5% | -5.3% | -5.4% |
| 30D | -38.9% | +1.9% | -40.9% | -39.3% |
| 3M | -35.1% | -6.9% | -28.2% | -33.4% |
| 6M | -31.6% | -3.1% | -28.5% | -30.8% |
| YTD | +27.2% | +0.6% | +26.7% | +27.7% |
| 1Y | +35.2% | +12.4% | +22.9% | +30.7% |
| 3Y | +192.8% | +133.7% | +59.1% | +119.1% |
| 5Y | +72.4% | +61.4% | +11.1% | +35.3% |
| 10Y | +1,001.8% | +97.9% | +904.0% | +692.6% |
| All | +1,001.8% | +106.3% | +895.6% | +692.6% |
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