+4.4%
WY vs FHN
+129.4%
-125.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | -11.3% | -2.6% | -8.7% | -10.5% |
| 3M | -8.1% | +0.8% | -9.0% | -8.6% |
| 6M | -7.4% | +9.2% | -16.7% | -10.7% |
| YTD | -4.7% | +5.1% | -9.8% | -7.1% |
| 1Y | -9.2% | +12.2% | -21.4% | -14.2% |
| 3Y | -24.7% | +132.4% | -157.1% | -48.8% |
| 5Y | -21.6% | +91.1% | -112.6% | -49.3% |
| All | +4.4% | +129.4% | -125.1% | -49.1% |
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