+3.4%
FTV vs FHN
+88.9%
-85.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -0.4% | +2.7% | -3.1% | -1.0% |
| 30D | -8.3% | -3.1% | -5.2% | -7.7% |
| 3M | -7.4% | +2.3% | -9.7% | -7.9% |
| 6M | -1.2% | +9.7% | -10.9% | -3.2% |
| YTD | +2.7% | +4.7% | -2.0% | +1.6% |
| 1Y | +18.4% | +13.8% | +4.7% | +15.0% |
| 3Y | -2.0% | +131.6% | -133.6% | -14.8% |
| 5Y | +3.4% | +91.1% | -87.7% | -11.3% |
| All | +3.4% | +88.9% | -85.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling