+162.2%
W vs FHN
+125.8%
+36.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | -3.0% | -2.6% | -0.5% | -2.1% |
| 3M | +40.3% | 0.0% | +40.3% | +40.3% |
| 6M | +32.2% | +9.2% | +23.0% | +27.7% |
| YTD | -0.3% | +4.3% | -4.6% | -1.7% |
| 1Y | +16.2% | +10.8% | +5.4% | +11.4% |
| 3Y | +40.7% | +130.7% | -90.0% | +6.6% |
| 5Y | -62.3% | +87.4% | -149.7% | -71.0% |
| 10Y | +162.2% | +126.9% | +35.4% | +56.8% |
| All | +162.2% | +125.8% | +36.4% | +56.8% |
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