+296.1%
ROIV vs FHN
+123.5%
+172.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +14.3% | +0.9% | +13.4% | +14.2% |
| 30D | +16.2% | +2.1% | +14.1% | +16.0% |
| 3M | +15.1% | -6.0% | +21.1% | +15.9% |
| 6M | +44.2% | -2.9% | +47.2% | +44.6% |
| YTD | +89.8% | +0.7% | +89.1% | +89.4% |
| 1Y | +94.6% | +11.0% | +83.6% | +92.0% |
| 3Y | +367.5% | +130.3% | +237.3% | +337.5% |
| 5Y | +421.4% | +61.3% | +360.1% | +421.7% |
| All | +296.1% | +123.5% | +172.6% | +300.0% |
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