+3,310.4%
V vs FHN
+113.4%
+3,197.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | +13.6% | +0.2% | +13.4% | +13.5% |
| 3M | +14.3% | -9.0% | +23.3% | +17.2% |
| 6M | +33.1% | -6.8% | +39.9% | +35.4% |
| YTD | +21.2% | -1.5% | +22.7% | +21.2% |
| 1Y | +26.4% | +10.9% | +15.5% | +22.4% |
| 3Y | +77.6% | +119.4% | -41.8% | +39.9% |
| 5Y | +102.6% | +57.5% | +45.1% | +64.2% |
| 10Y | +464.4% | +114.1% | +350.3% | +282.3% |
| All | +3,310.4% | +113.4% | +3,197.0% | +1,837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling