+44.3%
UPS vs FHN
+90.7%
-46.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | +17.9% | +2.0% | +15.9% | +17.4% |
| 3M | +9.4% | -6.8% | +16.2% | +11.1% |
| 6M | +16.2% | -0.8% | +16.9% | +16.3% |
| YTD | +18.8% | +0.6% | +18.2% | +18.4% |
| 1Y | +26.1% | +11.5% | +14.6% | +22.9% |
| 3Y | -4.5% | +130.0% | -134.4% | -21.5% |
| 5Y | -33.2% | +60.8% | -94.0% | -43.3% |
| 10Y | +44.3% | +84.0% | -39.7% | +17.6% |
| All | +44.3% | +90.7% | -46.4% | +17.6% |
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