+94.6%
FCX vs FHN
+129.2%
-34.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +3.9% |
| 7D | -1.0% | -0.5% | -0.6% | -0.7% |
| 30D | -15.2% | +1.9% | -17.2% | -16.0% |
| 3M | -10.3% | -6.9% | -3.3% | -7.4% |
| 6M | +1.6% | -3.1% | +4.6% | +2.4% |
| YTD | +23.9% | +0.6% | +23.3% | +22.2% |
| 1Y | +58.0% | +12.4% | +45.7% | +47.7% |
| 3Y | +94.6% | +133.7% | -39.1% | +24.3% |
| All | +94.6% | +129.2% | -34.6% | +24.3% |
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 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