+156.3%
FDX vs FHN
+106.3%
+50.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.3% | +2.7% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | +9.3% | +1.9% | +7.4% | +8.6% |
| 3M | +0.5% | -6.9% | +7.4% | +2.9% |
| 6M | +5.3% | -3.1% | +8.4% | +6.2% |
| YTD | +38.6% | +0.6% | +38.0% | +38.0% |
| 1Y | +53.5% | +12.4% | +41.2% | +47.2% |
| 3Y | +74.2% | +133.7% | -59.5% | +29.5% |
| 5Y | +75.3% | +61.4% | +13.9% | +36.4% |
| 10Y | +156.3% | +97.9% | +58.4% | +72.6% |
| All | +156.3% | +106.3% | +50.0% | +72.6% |
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