+7.7%
FHN vs MKTX
+1,445.1%
-1,437.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | -2.6% | +1.0% | -3.5% | -2.8% |
| 3M | 0.0% | +40.8% | -40.8% | -11.4% |
| 6M | +9.2% | -10.9% | +20.1% | +10.7% |
| YTD | +4.3% | -8.6% | +12.9% | +4.5% |
| 1Y | +10.8% | -11.6% | +22.3% | +11.6% |
| 3Y | +130.7% | -24.5% | +155.3% | +133.9% |
| 5Y | +87.4% | -60.7% | +148.1% | +124.2% |
| 10Y | +126.9% | +5.1% | +121.7% | +73.7% |
| All | +7.7% | +1,445.1% | -1,437.3% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling