+304.8%
FHN vs FIVE
+822.5%
-517.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | +0.2% | +17.7% | -17.4% | -3.8% |
| 3M | -9.0% | +4.0% | -13.0% | -10.3% |
| 6M | -6.8% | +2.6% | -9.4% | -8.6% |
| YTD | -1.5% | +27.6% | -29.1% | -8.9% |
| 1Y | +10.9% | +59.9% | -49.0% | -3.0% |
| 3Y | +119.4% | +35.8% | +83.6% | +87.4% |
| 5Y | +57.5% | +14.4% | +43.1% | +35.4% |
| 10Y | +114.1% | +576.1% | -462.0% | +20.7% |
| All | +304.8% | +822.5% | -517.7% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling