+72.2%
V vs FHN
+86.2%
-14.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.7% | +1.2% | -2.9% | -1.9% |
| 30D | +2.0% | -4.7% | +6.7% | +2.7% |
| 3M | +17.4% | +3.5% | +13.8% | +16.7% |
| 6M | +17.5% | +7.8% | +9.7% | +16.0% |
| YTD | +7.6% | +5.9% | +1.7% | +6.4% |
| 1Y | +7.7% | +12.5% | -4.8% | +5.4% |
| 3Y | +54.7% | +117.2% | -62.5% | +39.3% |
| All | +72.2% | +86.2% | -14.0% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling