-33.2%
VRSK vs FHN
+11.5%
-44.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -5.2% | -1.2% | -4.0% | -5.3% |
| 30D | -2.3% | -4.8% | +2.5% | -2.6% |
| 3M | -2.9% | -0.7% | -2.2% | -2.9% |
| 6M | -12.8% | +10.6% | -23.4% | -12.2% |
| YTD | -20.8% | +4.6% | -25.4% | -20.9% |
| 1Y | -33.2% | +11.4% | -44.6% | -35.4% |
| All | -33.2% | +11.5% | -44.7% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling