+94.9%
FFIV vs FHN
+131.2%
-36.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -0.5% | +2.1% | -2.7% | -1.3% |
| 30D | -32.4% | +3.8% | -36.2% | -33.2% |
| 3M | -25.7% | -8.9% | -16.7% | -23.3% |
| 6M | -13.5% | +1.8% | -15.3% | -14.2% |
| YTD | +21.1% | +0.6% | +20.5% | +20.1% |
| 1Y | +29.4% | +12.9% | +16.5% | +23.0% |
| 3Y | +94.9% | +126.4% | -31.5% | +55.3% |
| All | +94.9% | +131.2% | -36.3% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling