+66.7%
VSH vs FHN
+88.9%
-22.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.7% |
| 7D | +6.2% | +2.7% | +3.5% | +5.3% |
| 30D | -11.1% | -3.1% | -8.0% | -10.1% |
| 3M | -44.9% | +2.3% | -47.3% | -45.4% |
| 6M | +90.0% | +9.7% | +80.2% | +83.8% |
| YTD | +118.8% | +4.7% | +114.1% | +115.2% |
| 1Y | +109.0% | +13.8% | +95.2% | +99.6% |
| 3Y | +35.6% | +131.6% | -95.9% | +13.6% |
| 5Y | +66.7% | +91.1% | -24.4% | +30.3% |
| All | +66.7% | +88.9% | -22.2% | +30.3% |
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 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