+96.5%
UAL vs FHN
+90.7%
+5.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +2.3% | -0.9% | +3.1% | +3.0% |
| 30D | +13.3% | +2.0% | +11.3% | +12.1% |
| 3M | -6.3% | -6.8% | +0.5% | -1.6% |
| 6M | +22.5% | -0.8% | +23.3% | +23.4% |
| YTD | +5.9% | +0.6% | +5.3% | +6.3% |
| 1Y | +24.7% | +11.5% | +13.1% | +17.0% |
| 3Y | +211.6% | +130.0% | +81.6% | +86.9% |
| 5Y | +130.6% | +60.8% | +69.8% | +46.7% |
| 10Y | +96.5% | +84.0% | +12.5% | -0.9% |
| All | +96.5% | +90.7% | +5.8% | -0.9% |
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