-99.9%
FCUV vs FHN
+86.3%
-186.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.7% | -6.9% |
| 7D | -63.8% | 0.0% | -63.8% | -63.4% |
| 30D | -14.7% | -2.6% | -12.1% | -13.2% |
| 3M | +65.3% | 0.0% | +65.3% | +67.9% |
| 6M | -68.5% | +9.2% | -77.7% | -68.9% |
| YTD | -83.0% | +4.3% | -87.4% | -82.9% |
| 1Y | -94.4% | +10.8% | -105.2% | -94.5% |
| 3Y | -99.3% | +130.7% | -230.0% | -99.4% |
| All | -99.9% | +86.3% | -186.1% | -99.9% |
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