-51.9%
NVO vs FHN
+130.7%
-182.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -7.4% | -0.8% | -6.6% | -7.3% |
| 30D | -5.5% | -2.6% | -2.9% | -5.2% |
| 3M | +4.1% | +0.8% | +3.3% | +3.8% |
| 6M | +19.3% | +9.2% | +10.1% | +17.6% |
| YTD | -9.2% | +5.1% | -14.3% | -10.0% |
| 1Y | -15.0% | +12.2% | -27.2% | -16.6% |
| All | -51.9% | +130.7% | -182.5% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling