+2.0%
FISV vs FHN
+128.3%
-126.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | 0.0% | -4.8% | +4.8% | +1.5% |
| 3M | -2.8% | -0.7% | -2.1% | -2.6% |
| 6M | -11.8% | +10.6% | -22.4% | -14.4% |
| YTD | -23.2% | +4.6% | -27.8% | -24.5% |
| 1Y | -62.0% | +11.4% | -73.4% | -63.2% |
| 3Y | -57.6% | +132.3% | -189.9% | -67.2% |
| 5Y | -53.4% | +90.2% | -143.6% | -64.3% |
| All | +2.0% | +128.3% | -126.3% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FHN 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling