+718.9%
AVGO vs FHN
+88.9%
+630.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.2% |
| 7D | -0.3% | +2.7% | -3.0% | -0.9% |
| 30D | -13.8% | -3.1% | -10.7% | -13.3% |
| 3M | -6.9% | +2.3% | -9.3% | -7.5% |
| 6M | +11.9% | +9.7% | +2.2% | +9.5% |
| YTD | +6.9% | +4.7% | +2.1% | +5.4% |
| 1Y | +7.4% | +13.8% | -6.3% | +3.8% |
| 3Y | +345.6% | +131.6% | +214.0% | +290.1% |
| 5Y | +718.9% | +91.1% | +627.7% | +620.8% |
| All | +718.9% | +88.9% | +630.0% | +620.8% |
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 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