+499.7%
FICO vs FHN
+109.0%
+390.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | -1.0% | 0.0% | -0.7% |
| 30D | +3.3% | +0.2% | +3.1% | +3.3% |
| 3M | -31.7% | -9.0% | -22.7% | -29.8% |
| 6M | -34.0% | -6.8% | -27.1% | -32.6% |
| YTD | -58.3% | -1.5% | -56.8% | -58.3% |
| 1Y | -57.9% | +10.9% | -68.9% | -59.4% |
| 3Y | -24.1% | +119.4% | -143.4% | -41.4% |
| 5Y | +85.3% | +57.5% | +27.8% | +47.1% |
| All | +499.7% | +109.0% | +390.7% | +281.4% |
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