+70.0%
FDX vs FHN
+56.9%
+13.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -1.6% | -1.0% | -0.7% | -1.4% |
| 30D | +6.6% | +0.2% | +6.4% | +6.6% |
| 3M | -2.1% | -9.0% | +6.9% | +0.3% |
| 6M | +2.2% | -6.8% | +9.0% | +3.9% |
| YTD | +33.9% | -1.5% | +35.5% | +34.3% |
| 1Y | +50.2% | +10.9% | +39.3% | +46.4% |
| 3Y | +65.5% | +119.4% | -53.8% | +42.7% |
| All | +70.0% | +56.9% | +13.1% | +50.9% |
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 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