+81.4%
FHN vs DVA
+193.2%
-111.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +2.1% | -8.8% | +10.9% | +4.4% |
| 30D | +3.8% | -3.4% | +7.2% | +4.4% |
| 3M | -8.9% | -2.6% | -6.4% | -8.8% |
| 6M | +1.8% | -11.9% | +13.7% | +3.7% |
| YTD | +0.6% | +53.6% | -53.1% | -13.7% |
| 1Y | +12.9% | +41.9% | -28.9% | -0.8% |
| 3Y | +126.4% | +97.5% | +28.9% | +75.6% |
| 5Y | +62.3% | +65.0% | -2.7% | +26.4% |
| All | +81.4% | +193.2% | -111.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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