+225.5%
FFIV vs FHN
+126.5%
+99.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -1.5% | +2.7% | -4.2% | -2.2% |
| 30D | -2.7% | -3.1% | +0.5% | -1.9% |
| 3M | -1.7% | +2.3% | -4.0% | -2.3% |
| 6M | +36.1% | +9.7% | +26.4% | +32.6% |
| YTD | +52.6% | +4.7% | +47.9% | +50.4% |
| 1Y | +21.5% | +13.8% | +7.8% | +17.2% |
| 3Y | +142.7% | +131.6% | +11.1% | +95.5% |
| 5Y | +92.6% | +91.1% | +1.4% | +53.0% |
| 10Y | +225.5% | +126.6% | +98.9% | +125.3% |
| All | +225.5% | +126.5% | +99.0% | +125.3% |
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