+129.1%
FHN vs FIVE
+477.5%
-348.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.5% |
| 7D | +1.2% | +4.3% | -3.1% | -0.1% |
| 30D | -4.7% | +12.5% | -17.2% | -8.1% |
| 3M | +3.5% | +31.2% | -27.7% | -4.6% |
| 6M | +7.8% | +14.4% | -6.5% | +2.3% |
| YTD | +5.9% | +33.9% | -28.0% | -4.1% |
| 1Y | +12.5% | +65.1% | -52.6% | -4.6% |
| 3Y | +117.2% | +49.0% | +68.2% | +77.5% |
| 5Y | +86.5% | +30.3% | +56.2% | +51.0% |
| All | +129.1% | +477.5% | -348.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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