+6.5%
FIX vs FHN
+10.6%
-4.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.8% | +5.6% |
| 7D | -17.5% | -1.0% | -16.5% | -17.0% |
| 30D | -41.6% | +0.2% | -41.8% | -41.8% |
| 3M | -40.6% | -9.0% | -31.6% | -37.1% |
| 6M | -49.4% | -6.8% | -42.5% | -47.5% |
| YTD | +9.2% | -1.5% | +10.7% | +6.4% |
| 1Y | +6.5% | +10.9% | -4.5% | -3.8% |
| All | +6.5% | +10.6% | -4.2% | -3.8% |
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