+35.4%
AVAV vs FHN
+61.0%
-25.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | +9.9% | -0.9% | +10.7% | +10.3% |
| 30D | -5.4% | +2.0% | -7.4% | -5.9% |
| 3M | -36.5% | -6.8% | -29.7% | -35.2% |
| 6M | -25.3% | -0.8% | -24.5% | -25.1% |
| YTD | -48.6% | +0.6% | -49.2% | -48.7% |
| 1Y | -62.1% | +11.5% | -73.6% | -63.3% |
| 3Y | +2.3% | +130.0% | -127.7% | -18.1% |
| 5Y | +35.4% | +60.8% | -25.4% | +12.5% |
| All | +35.4% | +61.0% | -25.6% | +12.5% |
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 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