+153.4%
FDX vs FHN
+94.7%
+58.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | +9.5% | +2.1% | +7.4% | +8.8% |
| 3M | -1.3% | -6.0% | +4.6% | +0.7% |
| 6M | +5.5% | -2.9% | +8.5% | +6.4% |
| YTD | +38.9% | +0.7% | +38.2% | +38.3% |
| 1Y | +58.8% | +11.0% | +47.8% | +53.0% |
| 3Y | +71.1% | +130.3% | -59.1% | +27.8% |
| 5Y | +76.3% | +61.3% | +15.0% | +37.2% |
| 10Y | +153.4% | +89.6% | +63.8% | +72.3% |
| All | +153.4% | +94.7% | +58.7% | +72.3% |
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