+250.4%
ROIV vs FHN
+86.2%
+164.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.6% | +1.2% | -0.5% | +0.5% |
| 30D | +1.0% | -4.7% | +5.7% | +1.6% |
| 3M | +18.3% | +3.5% | +14.7% | +17.6% |
| 6M | +18.3% | +7.8% | +10.5% | +17.0% |
| YTD | +61.0% | +5.9% | +55.1% | +59.5% |
| 1Y | +177.9% | +12.5% | +165.4% | +172.6% |
| 3Y | +199.1% | +117.2% | +81.9% | +175.5% |
| All | +250.4% | +86.2% | +164.2% | +274.1% |
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