+230.6%
FIS vs FHN
+37.8%
+192.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.5% |
| 6M | -36.1% | -6.8% | -29.2% | -35.0% |
| YTD | -55.4% | -1.5% | -53.9% | -55.5% |
| 1Y | -53.9% | +10.9% | -64.8% | -55.4% |
| 3Y | -39.8% | +119.4% | -159.1% | -52.6% |
| 5Y | -71.1% | +57.5% | -128.6% | -76.3% |
| 10Y | -53.8% | +114.1% | -167.9% | -68.0% |
| All | +230.6% | +37.8% | +192.8% | +117.1% |
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