+42.6%
VSH vs FHN
+63.2%
-20.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.1% | +11.3% | +12.7% |
| 7D | +3.5% | -0.5% | +4.0% | +3.8% |
| 30D | -22.4% | +1.9% | -24.4% | -22.9% |
| 3M | -25.2% | -6.9% | -18.2% | -23.3% |
| 6M | -22.5% | -3.1% | -19.5% | -21.8% |
| YTD | +84.2% | +0.6% | +83.6% | +83.8% |
| 1Y | +87.1% | +12.4% | +74.7% | +80.4% |
| 3Y | +31.7% | +133.7% | -102.0% | +12.0% |
| 5Y | +42.6% | +61.4% | -18.8% | +23.0% |
| All | +42.6% | +63.2% | -20.7% | +23.0% |
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