+3,800.0%
FIX vs FHN
+106.3%
+3,693.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.3% | +8.4% |
| 7D | -7.2% | -0.5% | -6.8% | -7.0% |
| 30D | -35.1% | +1.9% | -37.1% | -35.8% |
| 3M | -34.3% | -6.9% | -27.3% | -32.2% |
| 6M | -42.9% | -3.1% | -39.9% | -42.4% |
| YTD | +19.5% | +0.6% | +18.9% | +18.7% |
| 1Y | +16.8% | +12.4% | +4.4% | +10.4% |
| 3Y | +506.7% | +133.7% | +373.0% | +314.3% |
| 5Y | +1,046.7% | +61.4% | +985.3% | +723.5% |
| 10Y | +3,800.0% | +97.9% | +3,702.1% | +2,039.1% |
| All | +3,800.0% | +106.3% | +3,693.7% | +2,039.1% |
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 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