+6,749.8%
TEVA vs FHN
+1,810.5%
+4,939.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -0.4% | -2.6% | +2.3% | +0.1% |
| 3M | +8.2% | +0.8% | +7.4% | +7.9% |
| 6M | +15.3% | +9.2% | +6.1% | +13.2% |
| YTD | +16.5% | +5.1% | +11.4% | +15.1% |
| 1Y | +85.7% | +12.2% | +73.5% | +80.8% |
| 3Y | +277.9% | +132.4% | +145.4% | +213.3% |
| 5Y | +295.5% | +91.1% | +204.5% | +228.0% |
| 10Y | -24.5% | +128.5% | -153.0% | -41.6% |
| All | +6,749.8% | +1,810.5% | +4,939.3% | +2,171.1% |
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 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