+234.8%
WAT vs FHN
+106.3%
+128.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.0% | +3.7% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | +9.9% | +1.9% | +7.9% | +9.4% |
| 3M | +17.2% | -6.9% | +24.1% | +19.0% |
| 6M | +34.2% | -3.1% | +37.3% | +35.0% |
| YTD | +25.5% | +0.6% | +24.9% | +25.2% |
| 1Y | +28.3% | +12.4% | +15.9% | +24.8% |
| 3Y | +88.4% | +133.7% | -45.3% | +54.5% |
| 5Y | +36.1% | +61.4% | -25.2% | +14.9% |
| 10Y | +234.8% | +97.9% | +137.0% | +142.4% |
| All | +234.8% | +106.3% | +128.6% | +142.4% |
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