+7,836.4%
NVDA vs FHN
+81.8%
+7,754.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -12.7% | +2.1% | -14.9% | -13.3% |
| 30D | -26.4% | +3.8% | -30.2% | -27.2% |
| 3M | -27.6% | -8.9% | -18.7% | -25.8% |
| 6M | -27.7% | +1.8% | -29.5% | -28.3% |
| YTD | -12.5% | +0.6% | -13.1% | -13.1% |
| 1Y | -12.6% | +12.9% | -25.6% | -16.1% |
| 3Y | +235.9% | +126.4% | +109.6% | +165.5% |
| 5Y | +438.2% | +62.3% | +375.9% | +343.8% |
| All | +7,836.4% | +81.8% | +7,754.6% | +6,223.1% |
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