+359.3%
AVAV vs FHN
+94.7%
+264.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -9.9% | +2.1% | -12.0% | -10.5% |
| 3M | -34.7% | -6.0% | -28.7% | -33.2% |
| 6M | -26.6% | -2.9% | -23.7% | -25.8% |
| YTD | -48.9% | +0.7% | -49.7% | -49.1% |
| 1Y | -63.0% | +11.0% | -74.0% | -64.5% |
| 3Y | +1.6% | +130.3% | -128.7% | -25.7% |
| 5Y | +34.5% | +61.3% | -26.8% | +4.1% |
| 10Y | +359.3% | +89.6% | +269.7% | +183.2% |
| All | +359.3% | +94.7% | +264.6% | +183.2% |
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