+1,854.5%
AXON vs FHN
+126.5%
+1,728.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -2.5% | +2.7% | -5.1% | -3.2% |
| 30D | -11.5% | -3.1% | -8.4% | -10.7% |
| 3M | +7.3% | +2.3% | +5.0% | +6.6% |
| 6M | -11.9% | +9.7% | -21.7% | -14.4% |
| YTD | -11.0% | +4.7% | -15.7% | -12.5% |
| 1Y | -31.8% | +13.8% | -45.5% | -34.5% |
| 3Y | +135.4% | +131.6% | +3.8% | +81.6% |
| 5Y | +176.9% | +91.1% | +85.7% | +108.9% |
| 10Y | +1,854.5% | +126.6% | +1,727.8% | +989.1% |
| All | +1,854.5% | +126.5% | +1,728.0% | +989.1% |
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 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