+67.1%
FDX vs FHN
+86.2%
-19.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.5% | +1.2% | -3.7% | -2.8% |
| 30D | +3.8% | -4.7% | +8.5% | +5.0% |
| 3M | -1.3% | +3.5% | -4.9% | -2.2% |
| 6M | +5.0% | +7.8% | -2.8% | +3.0% |
| YTD | +39.6% | +5.9% | +33.8% | +37.5% |
| 1Y | +81.1% | +12.5% | +68.7% | +75.5% |
| 3Y | +63.0% | +117.2% | -54.2% | +40.0% |
| All | +67.1% | +86.2% | -19.1% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling