+1.9%
WY vs FHN
+81.8%
-79.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -0.8% | +2.1% | -2.9% | -1.6% |
| 30D | +10.1% | +3.8% | +6.3% | +8.6% |
| 3M | -15.4% | -8.9% | -6.4% | -12.3% |
| 6M | -8.3% | +1.8% | -10.1% | -9.1% |
| YTD | -9.8% | +0.6% | -10.4% | -10.5% |
| 1Y | -3.9% | +12.9% | -16.8% | -9.0% |
| 3Y | -23.3% | +126.4% | -149.7% | -47.4% |
| 5Y | -31.2% | +62.3% | -93.5% | -51.8% |
| All | +1.9% | +81.8% | -79.9% | -45.9% |
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