+407.0%
AXP vs FHN
+81.8%
+325.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -0.1% | +2.1% | -2.2% | -1.2% |
| 30D | +4.4% | +3.8% | +0.7% | +2.5% |
| 3M | -6.4% | -8.9% | +2.5% | -1.9% |
| 6M | +4.2% | +1.8% | +2.3% | +3.0% |
| YTD | -12.4% | +0.6% | -12.9% | -12.8% |
| 1Y | -11.1% | +12.9% | -24.0% | -16.6% |
| 3Y | +114.9% | +126.4% | -11.5% | +39.9% |
| 5Y | +87.4% | +62.3% | +25.1% | +28.1% |
| All | +407.0% | +81.8% | +325.2% | +167.3% |
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