+190.9%
FHN vs FIVN
+292.8%
-101.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.0% | -0.5% |
| 7D | +2.7% | -8.2% | +10.9% | +3.5% |
| 30D | -3.1% | -8.1% | +5.0% | -2.4% |
| 3M | +2.3% | +34.9% | -32.6% | -1.3% |
| 6M | +9.7% | +72.6% | -62.9% | +2.3% |
| YTD | +4.7% | +55.8% | -51.0% | -1.6% |
| 1Y | +13.8% | +17.1% | -3.4% | +9.8% |
| 3Y | +131.6% | -54.3% | +185.9% | +137.6% |
| 5Y | +91.1% | -81.6% | +172.7% | +103.2% |
| 10Y | +126.6% | +109.2% | +17.5% | +85.5% |
| All | +190.9% | +292.8% | -101.9% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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