+1,304.8%
AXON vs FHN
+109.0%
+1,195.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.3% | -17.8% | -18.1% |
| 7D | -26.8% | -1.0% | -25.8% | -26.5% |
| 30D | -22.9% | +0.2% | -23.1% | -22.8% |
| 3M | -40.1% | -9.0% | -31.1% | -38.4% |
| 6M | -18.9% | -6.8% | -12.1% | -17.2% |
| YTD | -44.9% | -1.5% | -43.4% | -44.8% |
| 1Y | -46.7% | +10.9% | -57.6% | -48.4% |
| 3Y | +44.3% | +119.4% | -75.0% | +13.4% |
| 5Y | +71.4% | +57.5% | +13.8% | +38.6% |
| All | +1,304.8% | +109.0% | +1,195.8% | +671.6% |
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