+105.7%
NVTS vs FHN
+10.6%
+95.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.2% |
| 7D | +3.5% | 0.0% | +3.4% | +3.4% |
| 30D | -11.9% | -2.6% | -9.3% | -11.0% |
| 3M | -49.2% | 0.0% | -49.3% | -49.4% |
| 6M | +38.4% | +9.2% | +29.2% | +32.5% |
| YTD | +62.5% | +4.3% | +58.1% | +59.4% |
| All | +105.7% | +10.6% | +95.1% | +92.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling