+67.6%
UBER vs FHN
+111.5%
-43.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | +1.6% | +2.1% | -0.5% | +0.8% |
| 30D | +0.6% | +3.8% | -3.2% | -0.8% |
| 3M | -8.2% | -8.9% | +0.8% | -5.0% |
| 6M | -6.7% | +1.8% | -8.5% | -7.8% |
| YTD | -14.7% | +0.6% | -15.3% | -15.5% |
| 1Y | -24.1% | +12.9% | -37.0% | -28.3% |
| 3Y | +33.4% | +126.4% | -93.0% | -6.7% |
| 5Y | +54.5% | +62.3% | -7.8% | +13.1% |
| All | +67.6% | +111.5% | -43.8% | -11.8% |
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