+67.3%
DVN vs FHN
+128.3%
-61.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +4.5% | -1.2% | +5.7% | +5.3% |
| 30D | +12.0% | -4.8% | +16.8% | +15.0% |
| 3M | +13.4% | -0.7% | +14.1% | +13.2% |
| 6M | +12.1% | +10.6% | +1.5% | +3.8% |
| YTD | +38.8% | +4.6% | +34.2% | +32.0% |
| 1Y | +46.0% | +11.4% | +34.7% | +32.5% |
| 3Y | +9.5% | +132.3% | -122.8% | -40.5% |
| 5Y | +125.3% | +90.2% | +35.1% | +16.6% |
| All | +67.3% | +128.3% | -61.1% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling