+4,079.4%
FFIV vs FHN
+28.1%
+4,051.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.7% |
| 6M | -8.8% | -6.8% | -2.0% | -7.1% |
| YTD | +21.8% | -1.5% | +23.3% | +21.8% |
| 1Y | +25.3% | +10.9% | +14.3% | +20.9% |
| 3Y | +101.2% | +119.4% | -18.2% | +56.8% |
| 5Y | +40.2% | +57.5% | -17.3% | +12.6% |
| 10Y | +129.0% | +114.1% | +14.9% | +51.9% |
| All | +4,079.4% | +28.1% | +4,051.3% | +2,909.0% |
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 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