-39.9%
AXON vs FHN
+14.6%
-54.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.2% |
| 7D | +0.2% | +2.3% | -2.0% | -0.6% |
| 30D | +3.0% | +1.6% | +1.4% | +2.4% |
| 3M | -30.1% | -8.4% | -21.8% | -27.8% |
| 6M | +7.7% | -2.3% | +10.0% | +8.4% |
| YTD | -25.3% | +1.5% | -26.8% | -27.3% |
| 1Y | -39.9% | +15.0% | -54.9% | -44.1% |
| All | -39.9% | +14.6% | -54.5% | -44.1% |
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 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