+32.0%
FFIV vs FHN
+11.9%
+20.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.6% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | -33.8% | +1.9% | -35.7% | -34.0% |
| 3M | -20.6% | -6.9% | -13.7% | -19.0% |
| 6M | -10.2% | -3.1% | -7.2% | -9.4% |
| YTD | +24.5% | +0.6% | +23.9% | +23.5% |
| All | +32.0% | +11.9% | +20.1% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling