+175.5%
FDX vs FHN
+126.5%
+49.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.2% |
| 7D | -3.3% | +2.7% | -6.0% | -4.2% |
| 30D | -1.4% | -3.1% | +1.7% | -0.4% |
| 3M | -4.5% | +2.3% | -6.9% | -5.4% |
| 6M | +9.4% | +9.7% | -0.3% | +5.9% |
| YTD | +36.0% | +4.7% | +31.3% | +33.6% |
| 1Y | +75.5% | +13.8% | +61.8% | +67.1% |
| 3Y | +62.8% | +131.6% | -68.8% | +21.2% |
| 5Y | +64.4% | +91.1% | -26.7% | +19.4% |
| 10Y | +175.5% | +126.6% | +48.8% | +79.6% |
| All | +175.5% | +126.5% | +49.0% | +79.6% |
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