+1,151.9%
URI vs FHN
+80.9%
+1,070.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +9.3% | +1.3% | +8.1% | +8.6% |
| 30D | +7.6% | +2.8% | +4.8% | +6.0% |
| 3M | +1.0% | -8.9% | +10.0% | +6.6% |
| 6M | +19.8% | -0.7% | +20.5% | +19.9% |
| YTD | +41.9% | +0.1% | +41.8% | +41.0% |
| 1Y | +33.4% | +10.4% | +23.0% | +25.1% |
| 3Y | +156.0% | +128.8% | +27.2% | +53.8% |
| 5Y | +209.5% | +61.5% | +148.1% | +100.0% |
| All | +1,151.9% | +80.9% | +1,070.9% | +599.0% |
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