+376.8%
V vs FHN
+126.5%
+250.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -1.1% | +2.7% | -3.7% | -1.7% |
| 30D | +1.9% | -3.1% | +5.0% | +2.6% |
| 3M | +15.5% | +2.3% | +13.2% | +14.8% |
| 6M | +16.6% | +9.7% | +6.9% | +13.7% |
| YTD | +5.7% | +4.7% | +1.0% | +4.1% |
| 1Y | +8.6% | +13.8% | -5.2% | +4.4% |
| 3Y | +52.5% | +131.6% | -79.1% | +20.4% |
| 5Y | +67.1% | +91.1% | -24.0% | +29.4% |
| 10Y | +376.8% | +126.6% | +250.2% | +202.8% |
| All | +376.8% | +126.5% | +250.3% | +202.8% |
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