-54.3%
FIS vs FHN
+80.9%
-135.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.0% |
| 7D | -3.5% | +1.3% | -4.8% | -3.8% |
| 30D | -19.4% | +2.8% | -22.2% | -20.1% |
| 3M | -31.6% | -8.9% | -22.6% | -30.0% |
| 6M | -32.5% | -0.7% | -31.8% | -32.6% |
| YTD | -56.0% | +0.1% | -56.0% | -56.2% |
| 1Y | -55.5% | +10.4% | -65.9% | -57.0% |
| 3Y | -41.3% | +128.8% | -170.1% | -54.4% |
| 5Y | -72.3% | +61.5% | -133.7% | -77.3% |
| All | -54.3% | +80.9% | -135.2% | -67.8% |
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