+117.0%
AXP vs FHN
+86.2%
+30.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.5% |
| 30D | -6.5% | -4.7% | -1.8% | -4.9% |
| 3M | +4.6% | +3.5% | +1.1% | +3.2% |
| 6M | +5.4% | +7.8% | -2.4% | +2.4% |
| YTD | -11.1% | +5.9% | -17.0% | -13.0% |
| 1Y | -0.3% | +12.5% | -12.8% | -4.8% |
| 3Y | +111.6% | +117.2% | -5.6% | +66.7% |
| All | +117.0% | +86.2% | +30.8% | +61.8% |
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