+28.6%
FHN vs ADVB
-96.8%
+125.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.6% | +24.1% | +0.7% |
| 7D | +2.1% | +27.8% | -25.7% | +1.9% |
| 30D | +3.8% | -50.8% | +54.6% | +4.2% |
| 3M | -8.9% | -70.5% | +61.6% | -8.2% |
| 6M | +1.8% | -46.7% | +48.6% | +0.9% |
| YTD | +0.6% | -56.7% | +57.3% | -0.3% |
| 1Y | +12.9% | -71.8% | +84.7% | +13.5% |
| All | +28.6% | -96.8% | +125.5% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling