+131.2%
FTV vs FHN
+147.4%
-16.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | +18.3% | +2.0% | +16.3% | +17.6% |
| 3M | +10.2% | -6.8% | +17.0% | +12.7% |
| 6M | +12.8% | -0.8% | +13.6% | +13.1% |
| YTD | +23.4% | +0.6% | +22.8% | +22.9% |
| 1Y | +31.4% | +11.5% | +19.9% | +26.7% |
| 3Y | +38.7% | +130.0% | -91.3% | +4.7% |
| 5Y | +18.6% | +60.8% | -42.2% | -7.2% |
| 10Y | +110.1% | +84.0% | +26.2% | +32.3% |
| All | +131.2% | +147.4% | -16.2% | +19.6% |
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