-71.4%
FIS vs FHN
+56.9%
-128.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -25.5% | -1.0% | -24.5% | -25.4% |
| 30D | -15.1% | +0.2% | -15.3% | -15.2% |
| 3M | -32.1% | -9.0% | -23.1% | -30.8% |
| 6M | -36.1% | -6.8% | -29.2% | -35.2% |
| YTD | -55.4% | -1.5% | -53.9% | -55.4% |
| 1Y | -53.9% | +10.9% | -64.8% | -55.1% |
| 3Y | -39.8% | +119.4% | -159.1% | -50.0% |
| All | -71.4% | +56.9% | -128.3% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling