+499.9%
ABBV vs FHN
+129.4%
+370.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | +2.0% | -2.6% | +4.6% | +2.3% |
| 3M | +14.2% | +0.8% | +13.3% | +13.9% |
| 6M | +14.1% | +9.2% | +4.8% | +12.5% |
| YTD | +14.2% | +5.1% | +9.1% | +13.1% |
| 1Y | +24.2% | +12.2% | +12.0% | +21.5% |
| 3Y | +89.8% | +132.4% | -42.6% | +63.6% |
| 5Y | +187.2% | +91.1% | +96.1% | +144.2% |
| All | +499.9% | +129.4% | +370.4% | +323.4% |
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