+1,180.8%
DVN vs FHN
+1,803.6%
-622.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -1.3% | +2.7% | -4.0% | -2.2% |
| 30D | +12.6% | -3.1% | +15.7% | +13.6% |
| 3M | +8.1% | +2.3% | +5.8% | +6.9% |
| 6M | +10.2% | +9.7% | +0.4% | +5.9% |
| YTD | +33.8% | +4.7% | +29.0% | +30.3% |
| 1Y | +43.9% | +13.8% | +30.1% | +35.7% |
| 3Y | +1.7% | +131.6% | -129.8% | -25.4% |
| 5Y | +119.6% | +91.1% | +28.5% | +63.2% |
| 10Y | +53.7% | +126.6% | -72.9% | +10.5% |
| All | +1,180.8% | +1,803.6% | -622.8% | +554.0% |
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