+93.9%
FTV vs FHN
+160.4%
-66.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.5% | +1.2% | -5.7% | -4.8% |
| 30D | -7.1% | -4.7% | -2.4% | -5.6% |
| 3M | -7.2% | +3.5% | -10.7% | -8.2% |
| 6M | -1.5% | +7.8% | -9.3% | -4.0% |
| YTD | +3.5% | +5.9% | -2.4% | +1.4% |
| 1Y | +20.3% | +12.5% | +7.9% | +15.2% |
| 3Y | -3.1% | +117.2% | -120.3% | -25.8% |
| 5Y | +2.3% | +86.5% | -84.2% | -24.4% |
| 10Y | +76.3% | +125.7% | -49.4% | +3.2% |
| All | +93.9% | +160.4% | -66.5% | -1.4% |
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 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