-27.4%
U vs FHN
+196.6%
-223.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | +16.9% | -0.9% | +17.8% | +17.1% |
| 30D | +6.4% | +2.0% | +4.3% | +5.6% |
| 3M | +13.2% | -6.8% | +20.0% | +15.3% |
| 6M | +84.8% | -0.8% | +85.5% | +84.3% |
| YTD | +12.4% | +0.6% | +11.8% | +11.8% |
| 1Y | +19.8% | +11.5% | +8.3% | +15.5% |
| 3Y | +83.8% | +130.0% | -46.2% | +52.9% |
| 5Y | -72.7% | +60.8% | -133.5% | -75.3% |
| All | -27.4% | +196.6% | -223.9% | -15.6% |
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