+634.6%
XYZ vs FHN
+94.7%
+539.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | +12.6% | +0.9% | +11.7% | +12.3% |
| 30D | +10.8% | +2.1% | +8.7% | +10.1% |
| 3M | +8.4% | -6.0% | +14.3% | +11.1% |
| 6M | +14.3% | -2.9% | +17.3% | +15.7% |
| YTD | +31.5% | +0.7% | +30.8% | +30.8% |
| 1Y | +28.1% | +11.0% | +17.1% | +22.8% |
| 3Y | +66.2% | +130.3% | -64.1% | +22.8% |
| 5Y | -62.3% | +61.3% | -123.6% | -70.0% |
| 10Y | +634.6% | +89.6% | +545.0% | +388.6% |
| All | +634.6% | +94.7% | +539.9% | +388.6% |
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