+1,150.0%
URI vs FHN
+131.7%
+1,018.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.0% | +1.2% | -3.2% | -2.7% |
| 30D | -12.9% | -4.7% | -8.2% | -10.6% |
| 3M | -6.7% | +3.5% | -10.3% | -8.8% |
| 6M | +19.0% | +7.8% | +11.2% | +13.5% |
| YTD | +25.5% | +5.9% | +19.7% | +20.7% |
| 1Y | +5.5% | +12.5% | -6.9% | -3.1% |
| 3Y | +111.3% | +117.2% | -5.9% | +29.4% |
| 5Y | +198.6% | +86.5% | +112.0% | +73.7% |
| All | +1,150.0% | +131.7% | +1,018.3% | +400.2% |
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