-25.0%
TEVA vs FHN
+128.3%
-153.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +2.0% | -1.2% | +3.2% | +2.4% |
| 30D | +1.0% | -4.8% | +5.7% | +2.4% |
| 3M | +7.3% | -0.7% | +8.0% | +7.3% |
| 6M | +21.7% | +10.6% | +11.1% | +17.6% |
| YTD | +18.8% | +4.6% | +14.2% | +16.7% |
| 1Y | +86.5% | +11.4% | +75.1% | +78.9% |
| 3Y | +269.4% | +132.3% | +137.2% | +170.9% |
| 5Y | +303.6% | +90.2% | +213.4% | +188.7% |
| All | -25.0% | +128.3% | -153.3% | -54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling