+27.7%
AVAV vs FHN
+61.2%
-33.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.9% |
| 7D | +4.2% | +2.1% | +2.1% | +3.6% |
| 30D | -2.6% | +3.8% | -6.3% | -3.5% |
| 3M | -38.0% | -8.9% | -29.0% | -36.2% |
| 6M | -27.0% | +1.8% | -28.8% | -27.4% |
| YTD | -51.4% | +0.6% | -52.0% | -51.5% |
| 1Y | -60.2% | +12.9% | -73.2% | -61.7% |
| 3Y | -6.7% | +126.4% | -133.0% | -25.0% |
| All | +27.7% | +61.2% | -33.5% | +6.5% |
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