+455.3%
WELL vs FHN
+106.3%
+349.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.3% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | +9.7% | +1.9% | +7.8% | +9.0% |
| 3M | +4.8% | -6.9% | +11.7% | +7.2% |
| 6M | +16.1% | -3.1% | +19.1% | +17.0% |
| YTD | +34.7% | +0.6% | +34.1% | +33.5% |
| 1Y | +31.9% | +12.4% | +19.6% | +25.6% |
| 3Y | +209.9% | +133.7% | +76.2% | +114.5% |
| 5Y | +226.5% | +61.4% | +165.2% | +134.2% |
| 10Y | +455.3% | +97.9% | +357.4% | +191.0% |
| All | +455.3% | +106.3% | +349.0% | +191.0% |
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