+19.6%
AVAV vs FHN
+56.9%
-37.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.8% | +10.6% |
| 7D | -10.6% | -1.0% | -9.6% | -10.3% |
| 30D | -18.8% | +0.2% | -19.0% | -18.8% |
| 3M | -34.1% | -9.0% | -25.1% | -32.2% |
| 6M | -35.3% | -6.8% | -28.5% | -34.0% |
| YTD | -53.4% | -1.5% | -51.9% | -53.2% |
| 1Y | -65.6% | +10.9% | -76.6% | -66.7% |
| 3Y | -5.1% | +119.4% | -124.4% | -23.1% |
| All | +19.6% | +56.9% | -37.3% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling