+5,831.7%
FIX vs FHN
+131.7%
+5,700.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | +1.2% | +4.9% | +5.4% |
| 30D | -7.2% | -4.7% | -2.5% | -5.2% |
| 3M | -15.9% | +3.5% | -19.4% | -17.4% |
| 6M | +12.7% | +7.8% | +4.9% | +9.0% |
| YTD | +72.8% | +5.9% | +66.9% | +68.1% |
| 1Y | +122.9% | +12.5% | +110.4% | +109.9% |
| 3Y | +774.3% | +117.2% | +657.1% | +513.4% |
| 5Y | +2,049.5% | +86.5% | +1,962.9% | +1,336.9% |
| All | +5,831.7% | +131.7% | +5,700.0% | +3,063.3% |
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