-16.9%
Z vs FHN
+90.7%
-107.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -13.1% | -0.9% | -12.2% | -12.8% |
| 30D | +5.9% | +2.0% | +3.8% | +5.5% |
| 3M | -13.7% | -6.8% | -6.8% | -11.7% |
| 6M | -27.1% | -0.8% | -26.4% | -26.9% |
| YTD | -56.8% | +0.6% | -57.4% | -56.8% |
| 1Y | -60.2% | +11.5% | -71.7% | -61.4% |
| 3Y | -19.7% | +130.0% | -149.7% | -37.4% |
| 5Y | -53.7% | +60.8% | -114.5% | -62.7% |
| 10Y | -16.9% | +84.0% | -100.8% | -47.4% |
| All | -16.9% | +90.7% | -107.5% | -47.4% |
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