+44.3%
AXON vs FHN
+114.0%
-69.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.3% | -17.8% | -18.0% |
| 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% | -38.0% |
| 6M | -18.9% | -6.8% | -12.1% | -16.7% |
| YTD | -44.9% | -1.5% | -43.4% | -44.8% |
| 1Y | -46.7% | +10.9% | -57.6% | -48.9% |
| 3Y | +44.3% | +119.4% | -75.0% | +24.2% |
| All | +44.3% | +114.0% | -69.7% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling