+1,348.4%
ABBV vs FHN
+247.9%
+1,100.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +7.0% | +2.1% | +4.9% | +6.6% |
| 3M | +19.2% | -6.0% | +25.2% | +20.4% |
| 6M | +47.8% | -2.9% | +50.7% | +48.3% |
| YTD | +32.5% | +0.7% | +31.8% | +31.8% |
| 1Y | +38.4% | +11.0% | +27.4% | +35.3% |
| 3Y | +134.3% | +130.3% | +4.0% | +96.9% |
| 5Y | +200.6% | +61.3% | +139.4% | +157.8% |
| 10Y | +590.1% | +89.6% | +500.5% | +429.0% |
| All | +1,348.4% | +247.9% | +1,100.4% | +832.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling