+31,416.6%
AVGO vs FHN
+178.9%
+31,237.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | +1.2% | -4.1% | -3.4% |
| 30D | -14.4% | -4.7% | -9.7% | -13.1% |
| 3M | -14.4% | +3.5% | -18.0% | -15.7% |
| 6M | +13.1% | +7.8% | +5.3% | +9.7% |
| YTD | +3.8% | +5.9% | -2.1% | +1.0% |
| 1Y | +17.8% | +12.5% | +5.3% | +11.5% |
| 3Y | +325.3% | +117.2% | +208.1% | +216.1% |
| 5Y | +689.9% | +86.5% | +603.4% | +464.7% |
| 10Y | +2,597.0% | +125.7% | +2,471.3% | +1,450.4% |
| All | +31,416.6% | +178.9% | +31,237.8% | +15,094.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling