+14,546.7%
NVDA vs FHN
+128.3%
+14,418.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -5.1% | -1.2% | -3.9% | -4.8% |
| 30D | -2.5% | -4.8% | +2.3% | -1.2% |
| 3M | +6.7% | -0.7% | +7.4% | +6.7% |
| 6M | +17.6% | +10.6% | +7.0% | +14.0% |
| YTD | +17.3% | +4.6% | +12.7% | +15.3% |
| 1Y | +23.5% | +11.4% | +12.1% | +18.8% |
| 3Y | +384.6% | +132.3% | +252.4% | +278.6% |
| 5Y | +875.4% | +90.2% | +785.3% | +663.2% |
| All | +14,546.7% | +128.3% | +14,418.4% | +10,415.4% |
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 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