+5,150.0%
FFIV vs FHN
+37.7%
+5,112.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | +1.2% | -2.1% | -1.3% |
| 30D | -5.1% | -4.7% | -0.4% | -3.8% |
| 3M | -4.5% | +3.5% | -8.0% | -5.5% |
| 6M | +36.5% | +7.8% | +28.7% | +33.1% |
| YTD | +53.0% | +5.9% | +47.1% | +49.8% |
| 1Y | +24.2% | +12.5% | +11.7% | +19.4% |
| 3Y | +137.2% | +117.2% | +20.0% | +84.8% |
| 5Y | +91.8% | +86.5% | +5.2% | +46.1% |
| 10Y | +215.2% | +125.7% | +89.4% | +105.8% |
| All | +5,150.0% | +37.7% | +5,112.4% | +3,601.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling