+10.7%
DOV vs FHN
+13.3%
-2.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -8.6% | -2.6% | -6.1% | -7.8% |
| 3M | -13.1% | 0.0% | -13.2% | -13.3% |
| 6M | -8.8% | +9.2% | -18.1% | -11.5% |
| YTD | -1.2% | +4.3% | -5.6% | -3.1% |
| 1Y | +10.7% | +10.8% | -0.1% | +6.6% |
| All | +10.7% | +13.3% | -2.6% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling