+32,043.9%
AVGO vs FHN
+163.6%
+31,880.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.7% |
| 7D | +25.0% | +1.3% | +23.7% | +24.5% |
| 30D | +2.0% | +2.8% | -0.8% | +1.0% |
| 3M | -12.3% | -8.9% | -3.3% | -9.5% |
| 6M | -12.8% | -0.7% | -12.1% | -13.0% |
| YTD | +5.9% | +0.1% | +5.8% | +5.0% |
| 1Y | +3.3% | +10.4% | -7.1% | -1.0% |
| 3Y | +293.1% | +128.8% | +164.3% | +187.8% |
| 5Y | +606.7% | +61.5% | +545.3% | +435.3% |
| 10Y | +2,733.6% | +83.0% | +2,650.5% | +1,686.8% |
| All | +32,043.9% | +163.6% | +31,880.3% | +15,694.5% |
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 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