+91.7%
AXP vs FHN
+63.2%
+28.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.2% |
| 7D | -1.1% | -0.5% | -0.7% | -0.9% |
| 30D | +5.2% | +1.9% | +3.3% | +4.5% |
| 3M | -4.6% | -6.9% | +2.4% | -2.0% |
| 6M | +3.2% | -3.1% | +6.3% | +4.3% |
| YTD | -11.3% | +0.6% | -11.9% | -11.5% |
| 1Y | -11.0% | +12.4% | -23.4% | -14.6% |
| 3Y | +120.2% | +133.7% | -13.5% | +72.9% |
| 5Y | +91.7% | +61.4% | +30.4% | +55.4% |
| All | +91.7% | +63.2% | +28.5% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling