+379.1%
AVAV vs FHN
+106.3%
+272.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.1% | +10.5% | +11.8% |
| 7D | +3.2% | -0.5% | +3.6% | +3.4% |
| 30D | -7.4% | +1.9% | -9.4% | -7.9% |
| 3M | -32.0% | -6.9% | -25.1% | -30.2% |
| 6M | -24.6% | -3.1% | -21.5% | -23.7% |
| YTD | -47.5% | +0.6% | -48.1% | -47.7% |
| 1Y | -61.5% | +12.4% | -73.8% | -63.2% |
| 3Y | +5.5% | +133.7% | -128.2% | -23.2% |
| 5Y | +35.7% | +61.4% | -25.6% | +5.1% |
| 10Y | +379.1% | +97.9% | +281.2% | +192.5% |
| All | +379.1% | +106.3% | +272.8% | +192.5% |
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