+17.9%
ZBH vs FHN
+81.8%
-64.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.3% | +2.1% | -4.4% | -2.8% |
| 30D | +12.5% | +3.8% | +8.7% | +11.5% |
| 3M | +3.9% | -8.9% | +12.9% | +6.6% |
| 6M | +25.4% | +1.8% | +23.6% | +24.8% |
| YTD | +15.7% | +0.6% | +15.1% | +15.2% |
| 1Y | +15.2% | +12.9% | +2.2% | +11.1% |
| 3Y | +0.3% | +126.4% | -126.0% | -23.4% |
| 5Y | -16.1% | +62.3% | -78.4% | -34.2% |
| All | +17.9% | +81.8% | -64.0% | -22.5% |
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