+7,999.2%
NVDA vs FHN
+80.9%
+7,918.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -8.5% | +1.3% | -9.7% | -8.8% |
| 30D | -27.3% | +2.8% | -30.1% | -27.9% |
| 3M | -25.8% | -8.9% | -16.8% | -23.9% |
| 6M | -24.6% | -0.7% | -23.9% | -24.6% |
| YTD | -10.7% | +0.1% | -10.8% | -11.2% |
| 1Y | -14.0% | +10.4% | -24.4% | -16.9% |
| 3Y | +244.9% | +128.8% | +116.0% | +171.9% |
| 5Y | +449.3% | +61.5% | +387.8% | +353.5% |
| All | +7,999.2% | +80.9% | +7,918.3% | +6,362.1% |
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