+179.5%
VSH vs FHN
+125.8%
+53.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -4.4% | -2.6% | -1.8% | -3.2% |
| 3M | -45.8% | 0.0% | -45.8% | -45.9% |
| 6M | +90.1% | +9.2% | +80.9% | +82.3% |
| YTD | +120.3% | +4.3% | +116.0% | +115.8% |
| 1Y | +112.2% | +10.8% | +101.5% | +101.6% |
| 3Y | +36.6% | +130.7% | -94.1% | -4.3% |
| 5Y | +67.0% | +87.4% | -20.3% | +12.3% |
| 10Y | +179.5% | +126.9% | +52.6% | +59.1% |
| All | +179.5% | +125.8% | +53.7% | +59.1% |
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