+39.0%
DVN vs FHN
+14.6%
+24.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -7.1% |
| 7D | -13.9% | +2.3% | -16.2% | -13.6% |
| 30D | -8.0% | +1.6% | -9.7% | -7.7% |
| 3M | +0.8% | -8.4% | +9.2% | -0.2% |
| 6M | -12.8% | -2.3% | -10.5% | -12.8% |
| YTD | +22.7% | +1.5% | +21.2% | +23.0% |
| 1Y | +39.0% | +15.0% | +24.0% | +35.2% |
| All | +39.0% | +14.6% | +24.4% | +35.2% |
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 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