+99.1%
V vs FHN
+56.9%
+42.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | +13.6% | +0.2% | +13.4% | +13.6% |
| 3M | +14.3% | -9.0% | +23.3% | +15.9% |
| 6M | +33.1% | -6.8% | +39.9% | +34.4% |
| YTD | +21.2% | -1.5% | +22.7% | +21.3% |
| 1Y | +26.4% | +10.9% | +15.5% | +24.2% |
| 3Y | +77.6% | +119.4% | -41.8% | +61.1% |
| All | +99.1% | +56.9% | +42.2% | +81.6% |
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