-98.2%
FCUV vs FHN
+81.8%
-180.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.5% | +135.5% | +135.9% |
| 7D | +148.8% | +2.1% | +146.6% | +148.1% |
| 30D | +95.0% | +3.8% | +91.2% | +94.0% |
| 3M | +27.8% | -8.9% | +36.7% | +29.8% |
| 6M | +121.0% | +1.8% | +119.2% | +122.1% |
| YTD | -78.1% | +0.6% | -78.7% | -78.0% |
| 1Y | -94.3% | +12.9% | -107.2% | -94.3% |
| 3Y | -98.9% | +126.4% | -225.3% | -98.9% |
| 5Y | -99.7% | +62.3% | -162.0% | -99.7% |
| All | -98.2% | +81.8% | -180.1% | -98.2% |
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 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