+484.0%
V vs FHN
+81.8%
+402.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.9% | +2.1% | -1.2% | +0.4% |
| 30D | +9.0% | +3.8% | +5.2% | +8.0% |
| 3M | +16.7% | -8.9% | +25.7% | +19.4% |
| 6M | +33.4% | +1.8% | +31.6% | +32.6% |
| YTD | +22.4% | +0.6% | +21.8% | +21.7% |
| 1Y | +27.7% | +12.9% | +14.7% | +23.3% |
| 3Y | +78.0% | +126.4% | -48.4% | +41.5% |
| 5Y | +108.5% | +62.3% | +46.2% | +69.8% |
| All | +484.0% | +81.8% | +402.2% | +303.0% |
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