+1,636.0%
VSH vs FHN
+1,824.4%
-188.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.5% |
| 7D | +4.1% | +1.2% | +2.9% | +3.6% |
| 30D | -4.2% | -4.7% | +0.5% | -2.3% |
| 3M | -50.0% | +3.5% | -53.5% | -50.7% |
| 6M | +80.2% | +7.8% | +72.4% | +74.8% |
| YTD | +121.1% | +5.9% | +115.2% | +116.1% |
| 1Y | +112.0% | +12.5% | +99.5% | +101.7% |
| 3Y | +22.5% | +117.2% | -94.7% | -8.6% |
| 5Y | +64.0% | +86.5% | -22.5% | +18.4% |
| 10Y | +170.4% | +125.7% | +44.6% | +72.0% |
| All | +1,636.0% | +1,824.4% | -188.5% | +356.8% |
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