+125.5%
FHN vs MKTX
+5.0%
+120.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -4.8% | +0.7% | -5.5% | -4.9% |
| 3M | -0.7% | +40.8% | -41.5% | -5.3% |
| 6M | +10.6% | -8.0% | +18.6% | +11.5% |
| YTD | +4.6% | -8.7% | +13.3% | +5.4% |
| 1Y | +11.4% | -11.8% | +23.2% | +12.6% |
| 3Y | +132.3% | -24.0% | +156.3% | +135.4% |
| 5Y | +90.2% | -60.3% | +150.5% | +113.4% |
| All | +125.5% | +5.0% | +120.4% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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