+14.4%
FIX vs FHN
+14.6%
-0.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.7% | -16.8% | -15.9% |
| 7D | -18.9% | +2.3% | -21.2% | -20.0% |
| 30D | -36.3% | +1.6% | -37.9% | -37.0% |
| 3M | -38.5% | -8.4% | -30.1% | -35.0% |
| 6M | -42.3% | -2.3% | -40.0% | -42.0% |
| YTD | +17.1% | +1.5% | +15.6% | +11.9% |
| 1Y | +14.4% | +15.0% | -0.6% | -0.1% |
| All | +14.4% | +14.6% | -0.2% | -0.1% |
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 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