-7.8%
NVTS vs FHN
+71.9%
-79.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | +2.7% | +1.2% | +1.5% | +2.2% |
| 30D | -4.5% | -4.7% | +0.2% | -2.3% |
| 3M | -61.5% | +3.5% | -65.1% | -62.3% |
| 6M | +28.0% | +7.8% | +20.2% | +23.5% |
| YTD | +65.3% | +5.9% | +59.4% | +61.0% |
| 1Y | +113.0% | +12.5% | +100.5% | +100.1% |
| 3Y | +34.7% | +117.2% | -82.5% | +1.9% |
| All | -7.8% | +71.9% | -79.8% | -25.0% |
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