+243.6%
W vs FHN
+106.3%
+137.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +3.7% |
| 7D | +3.3% | -0.5% | +3.8% | +3.7% |
| 30D | +10.5% | +1.9% | +8.6% | +9.8% |
| 3M | +9.6% | -6.9% | +16.6% | +12.9% |
| 6M | +76.4% | -3.1% | +79.4% | +79.3% |
| YTD | +16.4% | +0.6% | +15.8% | +16.6% |
| 1Y | +9.3% | +12.4% | -3.0% | +4.8% |
| 3Y | +172.8% | +133.7% | +39.1% | +107.1% |
| 5Y | -53.4% | +61.4% | -114.7% | -62.0% |
| 10Y | +243.6% | +97.9% | +145.8% | +128.6% |
| All | +243.6% | +106.3% | +137.4% | +128.6% |
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