+155.7%
FDX vs FHN
+90.7%
+65.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | -0.9% | -1.2% | -1.7% |
| 30D | +10.4% | +2.0% | +8.4% | +9.7% |
| 3M | +0.5% | -6.8% | +7.3% | +2.9% |
| 6M | +6.5% | -0.8% | +7.3% | +6.6% |
| YTD | +40.2% | +0.6% | +39.7% | +39.7% |
| 1Y | +52.1% | +11.5% | +40.6% | +46.3% |
| 3Y | +72.8% | +130.0% | -57.2% | +29.1% |
| 5Y | +76.3% | +60.8% | +15.5% | +37.3% |
| 10Y | +155.7% | +84.0% | +71.8% | +75.9% |
| All | +155.7% | +90.7% | +65.1% | +75.9% |
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