+32,722.5%
NVO vs FHN
+1,803.6%
+30,918.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.9% |
| 7D | +0.1% | +2.7% | -2.6% | -0.3% |
| 30D | -3.2% | -3.1% | -0.1% | -2.8% |
| 3M | +11.5% | +2.3% | +9.2% | +11.0% |
| 6M | +22.9% | +9.7% | +13.2% | +21.1% |
| YTD | -6.8% | +4.7% | -11.5% | -7.6% |
| 1Y | -12.6% | +13.8% | -26.4% | -14.5% |
| 3Y | -49.6% | +131.6% | -181.1% | -55.9% |
| 5Y | +0.6% | +91.1% | -90.6% | -12.1% |
| 10Y | +148.3% | +126.6% | +21.6% | +99.5% |
| All | +32,722.5% | +1,803.6% | +30,918.9% | +18,620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling