+5,914.2%
DOV vs FHN
+1,824.4%
+4,089.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -9.4% | +3.5% | -13.0% | -10.4% |
| 6M | -12.6% | +7.8% | -20.4% | -14.6% |
| YTD | -0.5% | +5.9% | -6.4% | -2.3% |
| 1Y | +9.2% | +12.5% | -3.2% | +4.8% |
| 3Y | +34.1% | +117.2% | -83.1% | +4.3% |
| 5Y | +17.3% | +86.5% | -69.3% | -10.5% |
| 10Y | +284.9% | +125.7% | +159.2% | +160.4% |
| All | +5,914.2% | +1,824.4% | +4,089.8% | +2,169.2% |
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