+126.6%
FFIV vs FHN
+106.3%
+20.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -33.8% | +1.9% | -35.7% | -34.1% |
| 3M | -20.6% | -6.9% | -13.7% | -19.2% |
| 6M | -10.2% | -3.1% | -7.2% | -9.7% |
| YTD | +24.5% | +0.6% | +23.9% | +23.9% |
| 1Y | +29.3% | +12.4% | +16.9% | +25.1% |
| 3Y | +103.8% | +133.7% | -29.9% | +64.5% |
| 5Y | +40.9% | +61.4% | -20.5% | +17.6% |
| 10Y | +126.6% | +97.9% | +28.7% | +68.0% |
| All | +126.6% | +106.3% | +20.3% | +68.0% |
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 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