+91.1%
FHN vs NVMI
+263.1%
-172.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -0.8% | +3.8% | -4.6% | -1.3% |
| 30D | -2.6% | -7.6% | +4.9% | -1.7% |
| 3M | +0.8% | -28.0% | +28.8% | +4.5% |
| 6M | +9.2% | -15.3% | +24.5% | +9.8% |
| YTD | +5.1% | +11.5% | -6.3% | +1.0% |
| 1Y | +12.2% | +31.6% | -19.4% | +4.4% |
| 3Y | +132.4% | +207.0% | -74.6% | +87.8% |
| 5Y | +91.1% | +262.8% | -171.8% | +51.7% |
| All | +91.1% | +263.1% | -172.0% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling