+124.3%
DVN vs FHN
+87.6%
+36.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | +10.2% | -2.6% | +12.8% | +11.0% |
| 3M | +8.1% | +0.8% | +7.3% | +7.4% |
| 6M | +15.9% | +9.2% | +6.7% | +11.5% |
| YTD | +38.2% | +5.1% | +33.1% | +34.4% |
| 1Y | +44.5% | +12.2% | +32.3% | +36.8% |
| 3Y | +5.1% | +132.4% | -127.3% | -22.3% |
| 5Y | +124.3% | +91.1% | +33.2% | +36.8% |
| All | +124.3% | +87.6% | +36.7% | +36.8% |
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 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