+65.0%
FDX vs FHN
+14.6%
+50.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.8% |
| 7D | +8.1% | +2.3% | +5.9% | +6.9% |
| 30D | +13.9% | +1.6% | +12.3% | +13.0% |
| 3M | +5.5% | -8.4% | +13.9% | +10.0% |
| 6M | +15.1% | -2.3% | +17.4% | +15.7% |
| YTD | +43.2% | +1.5% | +41.7% | +40.7% |
| 1Y | +65.0% | +15.0% | +50.0% | +57.1% |
| All | +65.0% | +14.6% | +50.5% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling