+444.2%
V vs FHN
+106.3%
+338.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +9.5% | +1.9% | +7.6% | +9.0% |
| 3M | +16.7% | -6.9% | +23.6% | +18.7% |
| 6M | +32.9% | -3.1% | +36.0% | +33.8% |
| YTD | +21.1% | +0.6% | +20.5% | +20.4% |
| 1Y | +26.6% | +12.4% | +14.3% | +22.4% |
| 3Y | +78.4% | +133.7% | -55.4% | +40.8% |
| 5Y | +105.5% | +61.4% | +44.1% | +67.8% |
| 10Y | +444.2% | +97.9% | +346.4% | +295.2% |
| All | +444.2% | +106.3% | +338.0% | +295.2% |
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