+284.1%
UNP vs FHN
+94.7%
+189.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | +8.0% | +2.1% | +5.9% | +7.4% |
| 3M | +3.3% | -6.0% | +9.3% | +5.2% |
| 6M | +14.7% | -2.9% | +17.7% | +15.5% |
| YTD | +31.9% | +0.7% | +31.2% | +31.1% |
| 1Y | +37.1% | +11.0% | +26.1% | +32.2% |
| 3Y | +51.9% | +130.3% | -78.4% | +14.9% |
| 5Y | +39.3% | +61.3% | -22.0% | +8.7% |
| 10Y | +284.1% | +89.6% | +194.5% | +160.2% |
| All | +284.1% | +94.7% | +189.4% | +160.2% |
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