+217.0%
W vs FHN
+94.7%
+122.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +6.4% | +2.1% | +4.3% | +5.7% |
| 3M | +9.0% | -6.0% | +14.9% | +11.7% |
| 6M | +69.8% | -2.9% | +72.8% | +72.5% |
| YTD | +12.1% | +0.7% | +11.3% | +12.2% |
| 1Y | 0.0% | +11.0% | -11.0% | -3.7% |
| 3Y | +160.3% | +130.3% | +30.1% | +98.6% |
| 5Y | -53.3% | +61.3% | -114.6% | -61.9% |
| 10Y | +217.0% | +89.6% | +127.4% | +119.4% |
| All | +217.0% | +94.7% | +122.2% | +119.4% |
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