+331.8%
ARKK vs FHN
+128.3%
+203.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -3.1% | -1.2% | -1.9% | -2.7% |
| 30D | +2.7% | -4.8% | +7.5% | +4.4% |
| 3M | +10.8% | -0.7% | +11.5% | +10.7% |
| 6M | +14.4% | +10.6% | +3.8% | +10.1% |
| YTD | +8.7% | +4.6% | +4.1% | +6.5% |
| 1Y | +6.7% | +11.4% | -4.6% | +2.0% |
| 3Y | +87.4% | +132.3% | -44.9% | +42.7% |
| 5Y | -29.5% | +90.2% | -119.6% | -46.1% |
| All | +331.8% | +128.3% | +203.5% | +182.6% |
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