+2,856.4%
AVGO vs FHN
+125.8%
+2,730.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -13.7% | -2.6% | -11.2% | -13.1% |
| 3M | -6.9% | 0.0% | -7.0% | -7.2% |
| 6M | +5.8% | +9.2% | -3.5% | +2.6% |
| YTD | +5.7% | +4.3% | +1.3% | +3.7% |
| 1Y | +9.0% | +10.8% | -1.7% | +4.6% |
| 3Y | +340.5% | +130.7% | +209.8% | +238.3% |
| 5Y | +711.1% | +87.4% | +623.7% | +510.8% |
| 10Y | +2,856.4% | +126.9% | +2,729.5% | +1,836.8% |
| All | +2,856.4% | +125.8% | +2,730.6% | +1,836.8% |
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