+44.3%
AXON vs FHN
+131.2%
-87.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -25.6% | -0.9% | -24.8% | -25.3% |
| 30D | -23.9% | +2.0% | -25.9% | -24.4% |
| 3M | -50.4% | -6.8% | -43.6% | -49.2% |
| 6M | -20.0% | -0.8% | -19.2% | -19.7% |
| YTD | -44.5% | +0.6% | -45.0% | -44.8% |
| 1Y | -44.9% | +11.5% | -56.4% | -47.3% |
| All | +44.3% | +131.2% | -87.0% | +26.0% |
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