+226.1%
FIS vs FHN
+40.8%
+185.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.9% |
| 7D | -29.4% | -0.5% | -28.9% | -29.4% |
| 30D | -16.7% | +1.9% | -18.7% | -17.3% |
| 3M | -33.0% | -6.9% | -26.0% | -31.8% |
| 6M | -33.3% | -3.1% | -30.3% | -33.0% |
| YTD | -56.0% | +0.6% | -56.6% | -56.3% |
| 1Y | -54.6% | +12.4% | -66.9% | -56.3% |
| 3Y | -40.6% | +133.7% | -174.4% | -54.0% |
| 5Y | -71.9% | +61.4% | -133.3% | -77.1% |
| 10Y | -55.3% | +97.9% | -153.2% | -68.4% |
| All | +226.1% | +40.8% | +185.3% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling