-51.1%
FIS vs FHN
+14.6%
-65.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.7% | -25.3% | -24.0% |
| 7D | -18.4% | +2.3% | -20.7% | -18.8% |
| 30D | -11.4% | +1.6% | -13.0% | -11.7% |
| 3M | -32.0% | -8.4% | -23.6% | -30.9% |
| 6M | -35.6% | -2.3% | -33.3% | -35.3% |
| YTD | -53.8% | +1.5% | -55.3% | -53.7% |
| 1Y | -51.1% | +15.0% | -66.1% | -52.5% |
| All | -51.1% | +14.6% | -65.7% | -52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling