-95.6%
FCUV vs FHN
+177.7%
-273.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.1% | -64.2% | -65.1% |
| 7D | -47.9% | +2.7% | -50.6% | -47.9% |
| 30D | +13.7% | -3.1% | +16.8% | +14.3% |
| 3M | +97.0% | +2.3% | +94.7% | +97.6% |
| 6M | -66.1% | +9.7% | -75.8% | -66.2% |
| YTD | -81.8% | +4.7% | -86.5% | -81.7% |
| 1Y | -93.3% | +13.8% | -107.0% | -93.3% |
| 3Y | -99.2% | +131.6% | -230.8% | -99.2% |
| 5Y | -99.9% | +91.1% | -191.0% | -99.9% |
| 10Y | -98.5% | +126.6% | -225.2% | -98.5% |
| All | -95.6% | +177.7% | -273.3% | -94.9% |
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 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