-3.3%
FISV vs FHN
+129.4%
-132.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.4% |
| 7D | -7.2% | -0.8% | -6.4% | -7.0% |
| 30D | -7.2% | -2.6% | -4.6% | -6.5% |
| 3M | -8.2% | +0.8% | -9.0% | -8.4% |
| 6M | -17.7% | +9.2% | -26.9% | -19.8% |
| YTD | -27.2% | +5.1% | -32.3% | -28.4% |
| 1Y | -63.0% | +12.2% | -75.2% | -64.3% |
| 3Y | -59.8% | +132.4% | -192.2% | -68.9% |
| 5Y | -55.8% | +91.1% | -146.9% | -66.2% |
| All | -3.3% | +129.4% | -132.7% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling