+10,678.2%
FISV vs FHN
+1,803.6%
+8,874.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -3.0% | -3.7% |
| 7D | -1.6% | +2.7% | -4.2% | -2.3% |
| 30D | -3.0% | -3.1% | +0.1% | -2.1% |
| 3M | -3.5% | +2.3% | -5.9% | -4.2% |
| 6M | -19.4% | +9.7% | -29.1% | -21.6% |
| YTD | -24.3% | +4.7% | -29.0% | -25.5% |
| 1Y | -62.4% | +13.8% | -76.1% | -63.8% |
| 3Y | -58.2% | +131.6% | -189.7% | -67.7% |
| 5Y | -56.5% | +91.1% | -147.7% | -66.6% |
| 10Y | -0.5% | +126.6% | -127.2% | -33.0% |
| All | +10,678.2% | +1,803.6% | +8,874.6% | +2,870.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling