+125.5%
FHN vs NVMI
+3,158.6%
-3,033.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -4.8% | -8.4% | +3.6% | -3.1% |
| 3M | -0.7% | -33.6% | +32.8% | +7.4% |
| 6M | +10.6% | -14.7% | +25.3% | +11.4% |
| YTD | +4.6% | +13.2% | -8.6% | -2.5% |
| 1Y | +11.4% | +29.0% | -17.7% | -0.6% |
| 3Y | +132.3% | +215.0% | -82.7% | +53.1% |
| 5Y | +90.2% | +268.6% | -178.4% | +12.2% |
| All | +125.5% | +3,158.6% | -3,033.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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