-2.0%
FTV vs FHN
+134.1%
-136.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -0.4% | +2.7% | -3.1% | -1.3% |
| 30D | -8.3% | -3.1% | -5.2% | -7.3% |
| 3M | -7.4% | +2.3% | -9.7% | -8.2% |
| 6M | -1.2% | +9.7% | -10.9% | -4.5% |
| YTD | +2.7% | +4.7% | -2.0% | +0.8% |
| 1Y | +18.4% | +13.8% | +4.7% | +12.5% |
| 3Y | -2.0% | +131.6% | -133.6% | -22.4% |
| All | -2.0% | +134.1% | -136.2% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling