+1,006.2%
TER vs FHN
+94.7%
+911.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -8.9% | +0.9% | -9.8% | -9.0% |
| 30D | -39.1% | +2.1% | -41.1% | -39.5% |
| 3M | -32.8% | -6.0% | -26.8% | -31.2% |
| 6M | -31.7% | -2.9% | -28.8% | -31.0% |
| YTD | +26.9% | +0.7% | +26.2% | +27.4% |
| 1Y | +33.6% | +11.0% | +22.6% | +29.6% |
| 3Y | +181.5% | +130.3% | +51.2% | +111.4% |
| 5Y | +76.1% | +61.3% | +14.9% | +38.2% |
| 10Y | +1,006.2% | +89.6% | +916.6% | +670.6% |
| All | +1,006.2% | +94.7% | +911.5% | +670.6% |
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