+474.2%
NVDA vs FHN
+61.0%
+413.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -13.2% | -0.9% | -12.3% | -13.0% |
| 30D | -23.2% | +2.0% | -25.3% | -23.6% |
| 3M | -20.0% | -6.8% | -13.2% | -18.7% |
| 6M | -20.6% | -0.8% | -19.9% | -20.7% |
| YTD | -6.6% | +0.6% | -7.2% | -7.3% |
| 1Y | -9.8% | +11.5% | -21.4% | -12.9% |
| 3Y | +260.5% | +130.0% | +130.5% | +200.0% |
| 5Y | +474.2% | +60.8% | +413.4% | +397.9% |
| All | +474.2% | +61.0% | +413.2% | +397.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling