+1,218.8%
URI vs FHN
+106.3%
+1,112.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.1% | +4.8% | +5.7% |
| 7D | -4.0% | -0.5% | -3.6% | -3.7% |
| 30D | +6.8% | +1.9% | +4.8% | +5.7% |
| 3M | -2.8% | -6.9% | +4.1% | +1.2% |
| 6M | +20.9% | -3.1% | +23.9% | +22.6% |
| YTD | +40.2% | +0.6% | +39.7% | +39.0% |
| 1Y | +34.1% | +12.4% | +21.7% | +24.6% |
| 3Y | +164.1% | +133.7% | +30.4% | +56.9% |
| 5Y | +199.3% | +61.4% | +138.0% | +93.7% |
| 10Y | +1,218.8% | +97.9% | +1,121.0% | +610.1% |
| All | +1,218.8% | +106.3% | +1,112.6% | +610.1% |
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