+67.7%
UL vs FHN
+125.8%
-58.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -3.2% | 0.0% | -3.3% | -3.2% |
| 30D | -0.6% | -2.6% | +2.0% | -0.4% |
| 3M | +9.4% | 0.0% | +9.4% | +9.4% |
| 6M | -4.1% | +9.2% | -13.4% | -5.0% |
| YTD | -2.0% | +4.3% | -6.3% | -2.5% |
| 1Y | -9.0% | +10.8% | -19.7% | -10.1% |
| 3Y | +21.8% | +130.7% | -108.9% | +9.4% |
| 5Y | +20.6% | +87.4% | -66.8% | +7.5% |
| 10Y | +67.7% | +126.9% | -59.1% | +29.6% |
| All | +67.7% | +125.8% | -58.1% | +29.6% |
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