+127.9%
NOK vs FHN
+81.8%
+46.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +5.4% | +2.1% | +3.2% | +4.9% |
| 30D | -14.1% | +3.8% | -17.9% | -14.8% |
| 3M | -23.6% | -8.9% | -14.6% | -22.2% |
| 6M | -45.1% | +1.8% | -47.0% | -45.4% |
| YTD | +24.7% | +0.6% | +24.1% | +24.3% |
| 1Y | +19.0% | +12.9% | +6.1% | +15.8% |
| 3Y | +147.0% | +126.4% | +20.6% | +105.0% |
| 5Y | +58.2% | +62.3% | -4.1% | +34.6% |
| All | +127.9% | +81.8% | +46.1% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling