+1,180.9%
AXON vs FHN
+106.3%
+1,074.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.3% | -3.8% |
| 7D | -28.7% | -0.5% | -28.3% | -28.6% |
| 30D | -28.3% | +1.9% | -30.3% | -28.6% |
| 3M | -46.9% | -6.9% | -40.0% | -45.8% |
| 6M | -24.9% | -3.1% | -21.8% | -24.1% |
| YTD | -46.6% | +0.6% | -47.2% | -46.9% |
| 1Y | -49.7% | +12.4% | -62.0% | -51.5% |
| 3Y | +40.6% | +133.7% | -93.2% | +8.6% |
| 5Y | +71.9% | +61.4% | +10.5% | +38.1% |
| 10Y | +1,180.9% | +97.9% | +1,083.0% | +598.7% |
| All | +1,180.9% | +106.3% | +1,074.6% | +598.7% |
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