+71.6%
FHN vs INVH
+79.4%
-7.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | 0.0% | -2.3% | +2.3% | +1.3% |
| 30D | -2.6% | -5.7% | +3.1% | +0.4% |
| 3M | 0.0% | -4.5% | +4.5% | +2.2% |
| 6M | +9.2% | +11.0% | -1.7% | +2.9% |
| YTD | +4.3% | +3.7% | +0.7% | +1.4% |
| 1Y | +10.8% | -2.8% | +13.6% | +11.1% |
| 3Y | +130.7% | -7.1% | +137.9% | +134.4% |
| 5Y | +87.4% | -19.4% | +106.8% | +99.0% |
| All | +71.6% | +79.4% | -7.9% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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