+39.3%
FFIV vs FHN
+56.9%
-17.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -8.1% | -1.0% | -7.1% | -7.9% |
| 30D | -33.4% | +0.2% | -33.6% | -33.4% |
| 3M | -24.7% | -9.0% | -15.8% | -23.3% |
| 6M | -8.8% | -6.8% | -2.0% | -7.6% |
| YTD | +21.8% | -1.5% | +23.3% | +21.8% |
| 1Y | +25.3% | +10.9% | +14.3% | +22.4% |
| 3Y | +101.2% | +119.4% | -18.2% | +79.8% |
| All | +39.3% | +56.9% | -17.6% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling