+66.3%
UBER vs FHN
+110.4%
-44.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +0.5% | +1.3% | -0.8% | 0.0% |
| 30D | -3.1% | +2.8% | -5.9% | -4.0% |
| 3M | -8.3% | -8.9% | +0.6% | -5.1% |
| 6M | -9.5% | -0.7% | -8.8% | -9.7% |
| YTD | -15.4% | +0.1% | -15.5% | -16.1% |
| 1Y | -26.1% | +10.4% | -36.5% | -29.6% |
| 3Y | +34.0% | +128.8% | -94.8% | -6.6% |
| 5Y | +53.2% | +61.5% | -8.3% | +12.4% |
| All | +66.3% | +110.4% | -44.1% | -12.4% |
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