+3,644.4%
FIX vs FHN
+94.7%
+3,549.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -13.9% | +0.9% | -14.8% | -14.3% |
| 30D | -35.5% | +2.1% | -37.6% | -36.2% |
| 3M | -33.9% | -6.0% | -28.0% | -32.2% |
| 6M | -43.3% | -2.9% | -40.4% | -42.8% |
| YTD | +18.7% | +0.7% | +18.0% | +17.9% |
| 1Y | +13.8% | +11.0% | +2.8% | +8.2% |
| 3Y | +495.0% | +130.3% | +364.7% | +309.0% |
| 5Y | +1,049.0% | +61.3% | +987.8% | +725.9% |
| 10Y | +3,644.4% | +89.6% | +3,554.8% | +2,013.9% |
| All | +3,644.4% | +94.7% | +3,549.7% | +2,013.9% |
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 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