+455.4%
V vs FHN
+90.9%
+364.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | +9.9% | +2.1% | +7.9% | +9.4% |
| 3M | +17.5% | -6.0% | +23.5% | +19.3% |
| 6M | +33.5% | -2.9% | +36.4% | +34.3% |
| YTD | +21.6% | +0.7% | +20.9% | +20.9% |
| 1Y | +27.6% | +11.0% | +16.6% | +23.7% |
| 3Y | +76.4% | +130.3% | -53.9% | +39.7% |
| 5Y | +103.8% | +61.3% | +42.5% | +66.4% |
| All | +455.4% | +90.9% | +364.5% | +285.8% |
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