+61.7%
FHN vs FIVE
+16.7%
+45.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.1% | +2.7% | -0.5% | +1.6% |
| 30D | +3.8% | +12.7% | -8.9% | +1.6% |
| 3M | -8.9% | +2.1% | -11.0% | -9.6% |
| 6M | +1.8% | +17.5% | -15.7% | -2.0% |
| YTD | +0.6% | +31.0% | -30.4% | -5.4% |
| 1Y | +12.9% | +67.7% | -54.8% | +1.4% |
| 3Y | +126.4% | +43.4% | +83.0% | +96.5% |
| All | +61.7% | +16.7% | +45.0% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling