+108.7%
USB vs FHN
+125.4%
-16.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | +1.2% | +0.3% | +0.8% |
| 30D | -1.3% | -4.7% | +3.4% | +1.4% |
| 3M | +15.2% | +3.5% | +11.7% | +12.9% |
| 6M | +18.8% | +7.8% | +11.0% | +13.9% |
| YTD | +21.0% | +5.9% | +15.1% | +17.2% |
| 1Y | +34.0% | +12.5% | +21.5% | +24.9% |
| 3Y | +95.3% | +117.2% | -21.9% | +24.4% |
| 5Y | +40.4% | +86.5% | -46.2% | -13.2% |
| All | +108.7% | +125.4% | -16.7% | +2.8% |
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