+17.3%
DOV vs FHN
+91.0%
-73.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -2.7% | +1.2% | -3.8% | -3.0% |
| 30D | -8.1% | -4.7% | -3.4% | -7.0% |
| 3M | -9.4% | +3.5% | -13.0% | -10.3% |
| 6M | -12.6% | +7.8% | -20.4% | -14.3% |
| YTD | -0.5% | +5.9% | -6.4% | -2.0% |
| 1Y | +9.2% | +12.5% | -3.2% | +5.6% |
| 3Y | +34.1% | +117.2% | -83.1% | +13.8% |
| All | +17.3% | +91.0% | -73.7% | -3.7% |
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