+34.9%
UPS vs FHN
+127.8%
-92.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -3.7% | -2.6% | -1.2% | -3.2% |
| 3M | -6.6% | 0.0% | -6.6% | -6.6% |
| 6M | +2.6% | +9.2% | -6.7% | +0.5% |
| YTD | +4.8% | +4.3% | +0.4% | +3.6% |
| 1Y | +25.3% | +10.8% | +14.5% | +21.9% |
| 3Y | -26.9% | +130.7% | -157.6% | -40.0% |
| 5Y | -33.5% | +87.4% | -120.9% | -45.7% |
| All | +34.9% | +127.8% | -92.8% | +2.7% |
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